Exertional fatigue, defined as the overwhelming and debilitating sense of sustained exhaustion that impacts the ability to perform activities of daily living, is highly prevalent in chronic kidney disease (CKD) and end-stage renal disease (ESRD). Subjective reports of exertional fatigue are paralleled by objective measurements of exercise intolerance throughout the spectrum of the disease. The prevalence of exercise intolerance is clinically noteworthy, as it leads to increased frailty, worsened quality of life, and an increased risk of mortality. The physiological underpinnings of exercise intolerance are multifaceted and still not fully understood. This review aims to provide a comprehensive outline of the potential physiological contributors, both central and peripheral, to kidney disease-related exercise intolerance and highlight current and prospective interventions to target this symptom. In this review, the CKD-related metabolic derangements, cardiac and pulmonary dysfunction, altered physiological responses to oxygen consumption, vascular derangements, and sarcopenia are discussed in the context of exercise intolerance. Lifestyle interventions to improve exertional fatigue, such as aerobic and resistance exercise training, are discussed, and the lack of dietary interventions to improve exercise tolerance is highlighted. Current and prospective pharmaceutical and nutraceutical strategies to improve exertional fatigue are also broached. An extensive understanding of the pathophysiological mechanisms of exercise intolerance will allow for the development of more targeted therapeutic approached to improve exertional fatigue and health-related quality of life in CKD and ESRD.