The aims of the present study were to compare a single diagnosis (chronic fatigue syndrome, CFS) and a double diagnosis (CFS + fibromyalgia, CFS+FM) group regarding depression, attribution style and self-esteem as well as to examine whether attribution style is a mediator in the relationship between self-esteem and depression. Eighty-five patients (CFS: 47, CFS+FM: 38) completed questionnaires on attribution style, self-esteem and depression. The single and double diagnosis groups tended to differ slightly, but the differences were never statistically significant. In addition, only one condition was met of the four conditions mentioned by Baron and Kenny to establish that mediation exists between two variables. In conclusion, an external attribution style does not protect the CFS or CFS+FM patients with a low self-esteem from depression. The prevalence rate of depression was high in both patient samples, of which clinicians should be aware.