This study represents a comparison of the functional interrelation of fatigue and cognitive, cardiovascular and autonomic nervous systems in a group of Chronic Fatigue Syndrome (CFS) patients compared with those in healthy individuals at different stages of analysis: at baseline and after changes induced by whole-body cryotherapy (WBC) combined with a static-stretching (SS) program. The study included 32 patients (Fukuda criteria) and 18 healthy controls. Fatigue, cognitive, cardiovascular and autonomic function and arterial stiffness were measured before and after 10 sessions of WBC with SS. In the patients, a disturbance in homeostasis was observed. The network relationship based on differences before and after intervention showed comparatively higher stress and eccentricity in the CFS group: 50.9 ± 56.1 vs. 6.35 ± 8.72, p = 0.002, r = 0.28; and 4.8 ± 0.7 vs. 2.4 ± 1, p < 0.001, r = 0.46, respectively. Before and after intervention, in the CFS group increased fatigue was related to baroreceptor function, and baroreceptor function was in turn related to aortic stiffness, but no such relationships were observed in the control group. Differences in the network structure underlying the interrelation among the four measured criteria were observed in both groups, before the intervention and after ten sessions of whole cryotherapy with a static stretching exercise.