Context: Cancer-related fatigue is a highly prevalent symptom with a strong negative impact on patients' daily life. Objectives: To evaluate the efficacy of methylphenidate as needed for the management of fatigue in patients with advanced cancer. Methods: A prospective, controlled, double-blind, and paired design, where the patient was her and/or his own control. Patients with advanced cancer with a tiredness score of ≥50 on a 0–100 visual analogue scale (VAS) were included. Patients were given 10 placebo and 10 methylphenidate tablets numbered 1–20 packed in blocks of four with two active and two placebo tablets (randomly arranged). Patients taking minimum three tablets were regarded evaluable. Primary effect parameters were mean differences in VAS for tiredness after two and five hours. With 28 evaluable patients, the study had a power of 0.90 to detect a mean difference of 15 between active and placebo. Results: Thirty-eight patients were enrolled to get 28 evaluable patients. Mean tiredness score before taking the tablets was 75 for placebo and 72 for methylphenidate on VAS (0–100). Mean changes (decrease) for methylphenidate after two and five hours were 20 and 17, respectively, and eight and five for placebo. Comparing mean differences, a significant decrease for methylphenidate compared with placebo was observed after two hours (P = 0.004) and five hours (P = 0.001), respectively. Conclusion: In this controlled and double-blind study in patients with advanced cancer, methylphenidate as needed was significantly more effective than placebo in relieving fatigue after two and five hours.