The study was kicked-off in April 1999 and enrollment ended on September 5, 2000, during which 1092 veterans were randomized. Patient follow-up concluded on September 30, 2001 and the final DSMB meeting was held on November 28, 2001. The major finding was that there were no significant differences in the proportion of veterans who reported an improvement in physical function at one year among the treatment groups (11.5% for usual care, 11.7% for exercise, 18.4% for CBT and 18.5% for CBT + exercise). However, statistically significant improvements in fatigue, cognitive symptoms, distress, and mental health functioning were observed with exercise alone and with exercise plus CBT compared to usual care. CBT alone had a statistically significant effect on cognitive symptoms and in mental health functioning. Except for affective pain, which improved with CBT alone or with exercise, neither treatment had a significant effect on the other three measures of pain. In summary, neither exercise nor CBT had a significant impact on physical function for veterans with GWVI but both treatments, especially exercise, resulted in improvement in fatigue, cognitive symptoms, distress and mental health functioning.