Background: Self-management has increasingly been recommended as part of standard care for fibromyalgia, a common, poorly understood condition with limited treatment options. Data that assess popular selfmanagement recommendations are scarce. We evaluated and compared the effectiveness of 4 common selfmanagement treatments on function, symptoms, and self-efficacy in women with fibromyalgia.Methods: A total of 207 women with confirmed fibromyalgia were recruited from September 16, 2002, through November 30, 2004, and randomly assigned to 16 weeks of (1) aerobic and flexibility exercise (AE); (2) strength training, aerobic, and flexibility exercise (ST); (3) the Fibromyalgia Self-Help Course (FSHC); or (4) a combination of ST and FSHC (ST-FSHC). The primary outcome was change in physical function from baseline to completion of the intervention. Secondary outcomes included social and emotional function, symptoms, and selfefficacy.Results: Improvements in the mean Fibromyalgia Impact Questionnaire score in the 4 groups were −12.7 for the ST-FSHC group, −8.2 for the AE group, −6.6 for the ST group, and −0.3 for the FSHC group. The ST-FSHC group demonstrated greater improvement than the FSHC group (mean difference, −12.4; 95% confidence interval [CI], −23.1 to −1.7). The ST-FSHC (mean difference, 13.6; 95% CI, 2.3 to 24.9) and AE (mean difference, 13.1; 95% CI, 1.6 to 25.6) groups had similar improvements in physical function scores on the 36-Item Short-Form Health Survey. Bodily pain scores on the 36-Item Short-Form Health Survey improved in the ST-FSHC (14.8), AE (13.2), and ST (5.7) groups. Social function, mental health, fatigue, depression, and self-efficacy also improved. The beneficial effect on physical function of exercise alone and in combination with education persisted at 6 months.Conclusions: Progressive walking, simple strength training movements, and stretching activities improve functional status, key symptoms, and self-efficacy in women with fibromyalgia actively being treated with medication. The benefits of exercise are enhanced when combined with targeted self-management education. Our findings suggest that appropriate exercise and patient education be included in the treatment of fibromyalgia.