The purpose of this study was to evaluate predictors of change in physical function in individuals diagnosed with chronic fatigue syndrome (CFS) following participation in nurse delivered, non-pharmacologic interventions. Participants diagnosed with CFS were randomly assigned to one of four, 6-month interventions including cognitive behavior therapy, cognitive therapy, anaerobic exercise, or a relaxation control group. Baseline measures including immune function, actigraphy, time logs, sleep status, and past psychiatric diagnosis significantly differentiated those participants who demonstrated positive change over time from those who did not. Understanding how patient subgroups differentially respond to non-pharmacologic interventions might provide insights into the pathophysiology of this illness.