I am using a 4-pin PWM case fan but my ASUS H81M-A motherboard still cannot control the speed.

ShadyHamster

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If the fan headers on that board are anything like the headers on the Asus Z87M-Plus then they are fakes, the headers are actually only 3pin voltage controllable despite having the 4th pin.
Try using Asus AI Suite software in windows to try control the fan speed, that's the only way i could control the fans on my board.
 

Matthew Wai

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Jan 9, 2015
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Actually I use SpeedFan instead of ASUS AI Suite. The question is that I don't understand why the CPU fan but not the case fan can be controlled directly by the BIOS without recourse to SpeedFan and ASUS AI Suite, according to the screenshot in my original post.