An influential book written by A. Mosso in the late nineteenth century proposed that fatigue that "at first sight might appear an imperfection of our body, is on the contrary one of its most marvelous perfections. The fatigue increasing more rapidly than the amount of work done saves us from the injury which lesser sensibility would involve for the organism" so that "muscular fatigue also is at bottom an exhaustion of the nervous system." It has taken more than a century to confirm Mosso's idea that both the brain and the muscles alter their function during exercise and that fatigue is predominantly an emotion, part of a complex regulation, the goal of which is to protect the body from harm. Mosso's ideas were supplanted in the English literature by those of A. V. Hill who believed that fatigue was the result of biochemical changes in the exercising limb muscles - "peripheral fatigue" - to which the central nervous system makes no contribution. The past decade has witnessed the growing realization that this brainless model cannot explain exercise performance. This article traces the evolution of our modern understanding of how the CNS regulates exercise specifically to insure that each exercise bout terminates whilst homeostasis is retained in all bodily systems. The brain uses the symptoms of fatigue as key regulators to insure that the exercise is completed before harm develops. These sensations of fatigue are unique to each individual and are illusionary since their generation is largely independent of the real biological state of the athlete at the time they develop. The model predicts that attempts to understand fatigue and to explain superior human athletic performance purely on the basis of the body's known physiological and metabolic responses to exercise must fail since subconscious and conscious mental decisions made by winners and losers, in both training and competition, are the ultimate determinants of both fatigue and athletic performance.