Given that studies about the differential efficacy of existing treatments in fibromyalgia syndrome are scarce, the aim of this study was to compare the differential efficacy of a cognitive-behavioral and a pharmacological therapy on fibromyalgia. Using a randomized controlled clinical trial, 28 fibromyalgic patients were assigned to one of following experimental conditions: (a) pharmacological treatment (i.e., cyclobenzaprine), (b) cognitive-behavioral intervention (i.e., stress inoculation training), (c) combined pharmacological and cognitive-behavioral treatment and (d) no treatment. The results show the superiority of cognitive-behavioral intervention to reduce the severity of fibromyalgia both at the end of the treatment and at follow-up. We conclude that cognitive-behavioral interventions must be considered a primary treatment of fibromyalgia syndrome.