Inclusion Criteria:

1. Patients will be eligible to participate in this study if they have advanced cancer.
2. Patients will be eligible to participate in this study if they rate fatigue on the ESAS during the last 24 hours as greater than or equal to 4 on a 0-10 scale, in which 0= no fatigue and 10=worst possible fatigue
3. Describe fatigue as being present every day for most of day for a minimum of 2 weeks
4. Lack clinical evidence of cognitive failure, with normal Mini Mental State Examination (MMSE). A score of 24 is considered normal
5. Are 18 years or older
6. Are willing to keep a daily diary, engage in telephone follow up with a nurse every other day, and return for follow-up visit after 14 days of treatment
7. Have telephone access to be contacted by the research nurse. If patient is relocating within 5 weeks, patient will be asked to provide a new telephone number
8. Hemoglobin of greater than or equal to 8 g/dl within 2 weeks of enrollment. If the patient has not had blood drawn for a hemoglobin level in the past 2 weeks, one will be done to determine the eligibility. Patients with a hemoglobin of less than 8 will be referred for treatment of their anemia
9. Able to understand the description of the study and give written informed consent.
10. Able to understand the description of assessments, and able to complete baseline assessment
11. Patients on no erythropoietin or stable dose.

Exclusion Criteria:

1. Major contraindication to methylphenidate i.e. hypersensitivity, anxiety, tension, agitation, or motor tics, glaucoma, severe angina pectoris, or hypertension, etc.
2. Currently on methylphenidate or has been on methylphenidate within the last 10 days.
3. Inability to complete the baseline assessment forms or do understand the recommendations for participation in the study
4. Major depression according to the SCID DSM IV diagnostic criteria. These patients wil be referred immediately to psychiatry for assessment and management
5. Pregnant or lactating women
6. Requirement for MAO inhibitors, tricyclic antidepressants or clonidine
7. Glaucoma, history of marked anxiety disorders
8. History of alcohol (CAGE questionnaire score for the last 2 years is 2 or above on a 0 to 4 scale) or substance abuse including illegal drugs and/or medications.
9. Tourette's syndrome
10. Symptomatic tachycardia and uncontrolled hypertension.
11. Currently receiving oral anticoagulants (Coumadin/warfarin), anticonvulsants (Phenobarbital, diphenylhydantoin, primidone), phenylbutazone, and tricyclic drugs (imipramine, clomipramine, desipramine).
12. Patients with pacemakers
13. Patients with symptomatic cardiac arrhythmias