Chronic fatigue syndrome (CFS) has an estimated prevalence between 0.5% and 3%, yet its diagnosis remains contentious. CFS is characterized by subjective symptoms that can be difficult to verify; moreover, depression is a commonly reported CFS complaint, whereas fatigue is a common symptom of depression. Our primary goal was dissociation of these disorders using psychophysiological methods. As previous research has implicated the autonomic nervous system in CFS, we conducted what we believe to be the first analysis of bilateral electrodermal and skin temperature responses of dextral females in a cross-modal orienting task, to investigate differences between these two patient groups and controls. A multivariate analysis of variance (MANOVA) examining three measures of electrodermal activity revealed prestimulus tonic skin conductance levels (SCLs) were markedly lower for the CFS group, with no difference between controls and depressives. Concurrent skin temperature levels were higher for the CFS group than the other two groups. These findings indicate that, despite overtly similar cognitive and symptom profiles, depression and CFS patients can be differentiated with psychophysiological measures. This study adds to the growing body of evidence demonstrating that CFS and depression have distinct neurobiological profiles, consistent with unique aetiologies.