Overtraining syndrome is a form of burnout, defined in endurance athletes by unexplained performance drop associated with intense fatigue sensation. Our working hypothesis is that the form of fatigue resulting from physical training overload might share some neural underpinnings with the form of fatigue observed after prolonged intellectual work, which was previously shown to affect the cognitive control brain system. Indeed, cognitive control may be required to prevent any impulsive behavior, including stopping physical effort when it hurts, despite the long-term goal of improving performance through intense training. To test this hypothesis, we induced a mild form of overtraining in a group of endurance athletes, which we compared to a group of normally trained athletes on behavioral tasks performed during fMRI scanning. At the behavioral level, training overload enhanced impulsivity in economic choice, which was captured by a bias favoring immediate over delayed rewards in our computational model. At the neural level, training overload resulted in diminished activation of the lateral prefrontal cortex, a key region of the cognitive control system, during economic choice. Our results therefore provide causal evidence for a functional link between enduring physical exercise and exerting cognitive control. Besides, the concept of cognitive control fatigue bridges the functional consequences of excessive physical training and intellectual work into a single neuro-computational mechanism, which might contribute to other clinical forms of burnout syndromes.