Fatigue is one of the most disabling symptoms of multiple sclerosis (MS); it influences patients’ quality of life. The etiology of fatigue is complex, and its pathogenesis is still unclear and debated. The objective of this review was to describe potential brain structural and functional dysfunctions underlying fatigue symptoms in patients with MS. To reach this purpose, a systematic review was conducted of published studies comparing functional brain activation and structural brain in MS patients with and without fatigue. Electronic databases were searched until 24 February 2021. The structural and functional outcomes were extracted from eligible studies and tabulated. Fifty studies were included: 32 reported structural brain differences between patients with and without fatigue; 14 studies described functional alterations in patients with fatigue compared to patients without it; and four studies showed structural and functional brain alterations in patients. The results revealed structural and functional abnormalities that could correlate to the symptom of fatigue in patients with MS. Several studies reported the differences between patients with fatigue and patients without fatigue in terms of conventional magnetic resonance imaging (MRI) outcomes and brain atrophy, specifically in the thalamus. Functional studies showed abnormal activation in the thalamus and in some regions of the sensorimotor network in patients with fatigue compared to patients without it. Patients with fatigue present more structural and functional alterations compared to patients without fatigue. Specifically, abnormal activation and atrophy of the thalamus and some regions of the sensorimotor network seem linked to fatigue.