Recent research has examined the effect that undertaking a cognitively fatiguing task for ≤90 min has on subsequent physical performance. Cognitive fatigue is claimed to affect subsequent physical performance by inducing energy depletion in the brain, depletion of brain catecholamine neurotransmitters or changes in motivation. Observation of the psychophysiology and neurochemistry literature questions the ability of 90 min' cognitive activity to deplete energy or catecholamine resources. The purpose of this study, therefore, was to examine the evidence for cognitive fatigue having an effect on subsequent physical performance. A systematic, meta-analytic review was undertaken. We found a small but significant pooled effect size based on comparison between physical performance post-cognitive fatigue compared to post-control (g = −0.27, SE = −0.12, 95% CI −0.49 to −0.04, Z(10) = −2.283, p < 0.05). However, the results were not heterogenous (Q(10) = 2.789, p > 0.10, Τ2 < 0.001), suggesting that the pooled effect size does not amount to a real effect and differences are due to random error. No publication bias was evident (Kendall's τ = −0.07, p > 0.05). Thus, the results are somewhat contradictory. The pooled effect size shows a small but significant negative effect of cognitive fatigue, however tests of heterogeneity show that the results are due to random error. Future research should use neuroscientific tests to ensure that cognitive fatigue has been achieved.