The aim of this study was to investigate the anti-fatigue activity of polysaccharide fractions from Abelmoschus esculentus (L.) Moench (AE) in mice. After crude polysaccharide (CAEP) was extracted from AE and purified by DEAE cellulose-52 column, two polysaccharide fractions (AEP-1 and AEP-2) were obtained. The structural analysis suggested that AEP-1 and AEP-2 were a RG-I polysaccharide and an AG-II polysaccharide, respectively. According to the results of the weight-loaded swimming test, compared with the negative control group, the CAEP, AEP-1 and AEP-2 treatment groups could prolong the swimming time, decrease serum urea nitrogen (SUN) and blood lactic acid (BLA), and increase hepatic glycogen (HG) and muscle glycogen (MG), which indicated that okra polysaccharides have an effective anti-fatigue activity. Furthermore, our study exhibited the anti-fatigue mechanism of okra polysaccharide was correlated with retarding the accumulation of creatine kinase (CK) and lactate dehydrogenase (LDH) in serum, and enhancing succinate dehydrogenase (SDH), adenosine triphosphate (ATP) and adenosine triphosphatase (ATPase) levels. In addition, the anti-fatigue activity of AEP-1 was stronger than that of AEP-2, and significantly better than that of CAEP. Therefore, AEP-1 and AEP-2 may be the main active anti-fatigue functional substances of AE.