The Department of Veterans Affairs (VA) Cooperative Studies Program (CSP) Study #470 is a 2 x 2 factorial trial designed to evaluate the hypothesis that both cognitive behavioral therapy (CBT) and aerobic exercise will significantly improve physical function in participants with Gulf War veterans' illnesses (GWVI), and that adding CBT to aerobic exercise will provide further incremental benefit. One thousand three hundred fifty-six veterans will be randomized to one of four treatment arms: CBT plus aerobic exercise plus usual and customary care, aerobic exercise plus usual and customary care, CBT plus usual and customary care, or usual and customary care alone. The study duration is 2.5 years with 1.5 years of intake and 1 year of follow-up. The primary outcome measure is the proportion of veterans improved more than seven units on the physical component summary (PCS) scale of the Short Form Health Survey for Veterans (SF-36V) measured 12 months after randomization. This generic quality-of-life measure was chosen because there is no disease-specific measure for GWVI and the symptoms of GWVI span a wide range of physical manifestations that are related to the domains covered by the PCS scale. Sample size was determined to detect all six pairwise comparisons between the four treatment arms with 90% power and a Bonferroni adjustment for an overall type I error of 0.05 or 0.05/6 = 0.0083. CSP #470 was initiated in May 1999 in 18 VA and two Department of Defense medical centers. To date this represents the largest randomized trial designed to evaluate treatments for individuals with unexplained physical symptoms. This paper will focus on the rationale and unique features of the study design. Control Clin Trials 2001;22:310-332