Muscles fatigue during long, intense exercise for several reasons. If you train for too long or too hard you muscles can fatigue due to the lack of energy your body has to fuel your muscles. When your muscles contract during exercise, there has to be enough energy to feed them. The more fit you are, the more efficient your body is at delivering the blood and oxygen to your muscles. As you become more fit, you will be able to exercise for longer periods of time before you experience muscle fatigue.