This study aims to investigate the effect of music on human central nervous system fatigue during his various activities. In general, fatigue is viewed as an unavoidable and negative consequence of physical activity, since the outcome almost exclusively results in reduced performance and function. Fatigue can occur in two basic mechanisms, central and peripheral fatigue. Even though peripheral fatigue plays a role in reducing the efficiency of performance, here in this study our interest is central fatigue. For simplicity in investigation, we executed the study with jogging, using EEG as a tool to quantify the parameter. Eleven male volunteers with a mean age of 22.45 years (range 18-24 years) and mean weight of 70.45 Kg (range 52 to 92 Kg) participated in the study. EEG signals were acquired while an individual undergo jogging on a treadmill until individuals feel tired. Experiment was divided into two set: in first experiment individuals used to jog without hearing music and during second experiment they were jogging with music. The data was preprocessed and ANOVA tests were performed to determine the relation between the mental fatigue during absence of music and the presence of music. The results is evident that, hearing music while jogging significantly decreases the mental fatigue and thus the overall duration of jogging has been elongated.