Impaired executive functioning, including cognitive fatigue, is a core feature of the long-term stress-related condition exhaustion disorder (ED). Recent research suggests that a key area for executive control, the lateral prefrontal cortex (LPFC), may be mechanistically linked to cognitive fatigue due to stress. Here, we therefore asked if and how stress, the LPFC and cognitive fatigue may be related in ED. We used a multimodal cross-sectional study design with high-resolution structural magnetic resonance imaging (MRI), self-reported measures, and path analysis modeling in 300 participants with ED. We found positive associations between stress and cognitive fatigue, and stress and LPFC thickness,but no association between LPFC thickness and cognitive fatigue. Furthermore, LPFC thickness did not mediate or moderate the association between stress and cognitive fatigue. These findings suggest that LPFC brain morphology is related to perceived stress levels but not cognitive fatigue, expanding previous research on the role of the LPFC in executive functioning. Moreover, the results support the notion that the LPFC may be mechanistically involved in stress-related executive function impairment but prompt further research into if and how this may be related to cognitive symptoms in ED.