Living standards measurement surveys require sustained attention for several hours. We quantify survey fatigue by randomizing the order of questions in in-person surveys (lasting 2.5 hours on average) fielded in an evaluation of cash transfers in rural Liberia and Malawi. An additional hour of survey time increases the probability that a respondent skips a question by 10-64%. Because skips are more common, the total monetary value of aggregated categories such as assets or expenditures declines as the survey goes on, and this effect is sizeable for some categories: for example, an extra hour of survey time lowers food expenditures by 25%. Evidence from a similar experiment within high-frequency phone surveys shows that the results are not driven by the respondents deliberately choosing to skip questions in order to hasten the end of the survey, suggesting that cognitive burden is the key driver of survey fatigue.