The challenging treatment situation of patients with fibromyalgia syndrome (FMS) requires additional therapy options. The effects of water-filtered infrared-A whole-body hyperthermia (WBH) versus sham hyperthermia on pain intensity were investigated in an outpatient setting within a two-armed randomized sham-controlled trial. n = 41 participants aged between 18 and 70 years with a medically confirmed diagnosis of FMS were randomized to WBH (intervention; n = 21) or sham hyperthermia (control; n = 20). Six treatments with mild water-filtered infrared-A WBH over a period of three weeks with at least one day in between treatments were applied. On average, the maximum temperature was 38.7 °C for a duration of approximately 15 min. The control group received exactly the same treatment except that an insulating foil between the patient and the hyperthermia device blocked most of the radiation. Primary outcome was pain intensity measured by the Brief Pain Inventory at week 4. Secondary outcomes included blood cytokine levels and FMS-related core symptoms and quality of life. Pain intensity at week 4 was significantly different between the groups in favor of WBH (p = 0.015). A statistically significant pain reduction in favor of WBH was also found at week 30 (p = 0.002). Mild water-filtered infrared-A WBH effectively reduced pain intensity at the end of treatment and follow-up.