Yes, anxiety can cause fatigue. When you are nervous or anxious, it sets off the fight or flight response, which culminates in the activation of the sympathetic nervous system and the release of adrenaline into the bloodstream. The fatigue from anxiety results from the depletion of energy, as the fight or flight response increases you energy expenditure to prepare your body to become faster, stronger, and more alert. The problem with anxiety is that is can be chronic, and this depletes the energy reserves you have with the chronic activation of the fight or flight response. With chronic anxiety, you wear yourself out due to the constant arousal and hypervigilance that accompanies anxiety.