Introduction Fibromyalgia (FM) symptoms worsen in a significant portion of patients with the onset of menopause. Some patients report that their symptoms begin after menopause, suggesting a relationship between these entities. Sleep disturbance is a common condition in FM and menopause, and it is associated with chronic pain. Methods/Objectives Several electronic databases were searched, from the first available year to April 2018 to evaluate the publications that assessed the effects of menopause and sleep disturbance on the appearance or worsening of FM and the role of hormone therapy for these patients. Results The results are summarized in three tables. The objective sleep patterns of FM patients included high sleep latency, frequent arousals and intrusion of alpha wave sleep and NREM (non‐rapid eye movement) sleep in delta sleep. Poor sleep during menopause is more frequent in late perimenopause and surgical menopause, and may be related to vasomotor symptoms or not. Hormone therapy exerted a positive effect on subjective sleep quality of symptomatic menopausal women. Studies have shown a high association between FM and early and surgical menopause. Raloxifene exerted a positive effect on pain and sleep in FM patients; however one study that analyzed the effects of transdermal estrogen therapy found no improvement in subjective and objective parameters of pain. Conclusion Further studies are needed to elucidate the nature of the association between menopause, sleep and persistent pain syndromes, such as FM, showing the role of hormone therapy in prospective placebo‐controlled trials.