Cognitive Behavioral Therapy in Helping Patients With Acute Myeloid Leukemia or Lymphoma With Cancer-Related Fatigue

Inclusion Criteria: * Diagnosis of AML or AML secondary to MDS (myelodysplastic syndrome) and lymphoma with fatigue \>= 4/10 (0-10 scale) on the MDASI-AML/MDS. * Presence of fatigue for at least 2 weeks. * Normal cognition by Memorial Delirium Assessment Scale score of \< 13 at baseline. * Hemoglobin \> 8 g/L within 2 weeks of enrollment in the study; if the patient has not had blood drawn for a hemoglobin level in the past two weeks, one will be done to determine the eligibility. * Zubrod performance status =\< 2. * Able to communicate in English or Spanish. * Seen at leukemia and lymphoma clinics at University of Texas (UT) MD Anderson Cancer Center, Houston, Texas and its affiliates in University of Texas. Exclusion Criteria: * Has received CBT (cognitive behavioral therapy) for any indication (e.g. depression, sleep disturbance) in the past 1 year. * Inability to comply with study protocol procedures. * Prior cancer diagnosis other than noted in the inclusion criterion #1.