Two popular models hold that performance during exercise is limited by chemical factors acting either in the exercising muscles or in the brain producing either 'peripheral' or 'central' fatigue, respectively. A common feature of both models is that neither allows humans to 'anticipate' what will happen in the future and modify their exercise response accordingly. The peripheral fatigue model predicts that exercise terminates only after there has been catastrophic failure in one or more body systems and only when all the available motor units in the active muscles have been activated. The marathon race provides evidence that human athletes race 'in anticipation' by setting a variable pace at the start, dependent in part on the environmental conditions and the expected difficulty of the course, with the capacity to increase that pace near the finish. Marathoners also finish such races without evidence for a catastrophic failure of homeostasis characterised by the development of a state of absolute fatigue in which all the available motor units in their active muscles are recruited. These findings are best explained by the action of a central (brain) neural control that regulates performance in the marathon 'in anticipation' specifically to prevent biological harm.