Background More than half of women with symptoms suggestive of myocardial ischaemia have no obstructive coronary artery disease (CAD), yet they face a higher risk of cardiovascular mortality and morbidity. Both vital exhaustion (VE) and depression have been linked to adverse cardiovascular prognosis in patients with CAD. We aimed to assess whether symptomatic women with no obstructive CAD are more vitally exhausted compared with asymptomatic women. Furthermore, we investigated the overlap between the constructs of VE and depression. Methods Prevalence and burden of VE was assessed in symptomatic women with no obstructive CAD (n=1.266) and asymptomatic women (n=2.390). Among symptomatic women, we also assessed chest pain characteristics and symptoms of Hospital Anxiety and Depression Questionnaire. Findings Median (IQR) VE score was 4 (1-9) and 2 (0-5) in symptomatic and asymptomatic women, respectively (age adjusted, p<0.001). The risk of severe VE was significantly higher in symptomatic women compared with asymptomatic women (OR 3.3, 95% CI 2.5 to 4.4), independent of age and risk factors, and was associated with symptom severity. VE and depression scores were correlated but principal component cluster analysis (PCCA) showed clear distinctiveness between the two constructs. Conclusions Women with chest pain and no obstructive CAD are more vitally exhausted compared with asymptomatic women. PCCA showed that VE is distinct from depression in symptomatic women. Clinical implications Mental health screening focusing on depressive symptomatology in women with chest pain presenting with symptoms of mental and physical exhaustion may overlook VE in these patients.