The aim of this study was to investigate whether adding pain neuroscience education (PNE) to a multimodal approach has additional benefits in patients with fibromyalgia (FM). The methodology of this study was conducted in accordance with the Preferred Reporting Items for Systematic Reviews and Meta‐Analyses guidelines. The methods and strategies applied in the study were registered in PROSPERO (CRD42021272246). A systematic search with related search terms in the PubMed, Ebsco (Academic Search Ultimate), Cochrane Library, Physiotherapy Evidence Database (PEDro), Medline (Ebsco), Cinahl (Ebsco), Scopus and Web of Science was conducted up to June 2021. Statistical analysis was performed with Comprehensive Meta‐Analysis (CMA) software Version 3 (CMA V3, Biostat Inc) comparing before and after values of mean ± standard deviation (SD) data in both groups. The primary outcome of interest was severity of FM (Fibromyalgia Impact Questionnaire), whereas secondary outcomes were pain intensity (visual analog scale, numeric pain rating scale), catastrophizing (Pain Catastrophizing Scale), depression (Hospital Anxiety and Depression Scale [HADS]) and anxiety (HADS). The initial search strategy based on the range and language yielded 274 relevant studies and 4 of these studies met the final eligibility criteria for this study. A total of 612 patients were enrolled in the included studies. The meta‐analysis showed that PNE groups were statistically more effective than the interventions applied in the control groups on severity of FM (standard mean difference [SMD] = −1.051; 95% CI = −1.309, −0.793; P < .000), pain intensity (SMD = −1.049; 95% CI = −1.400, −0.698; P < .000), catastrophizing (SMD = −0.893; 95% CI = −1.437, −0.348; P = .001), depression (SMD = −0.686; 95% CI = −0.849, −0.523; P < .000) and anxiety (SMD = −0.711; 95% CI = −0.869, −0.552; P < .000). This review demonstrates that adding PNE to a multimodal treatment including exercise therapy might be an effective approach for improving functional status, pain‐related symptoms, anxiety and depression for patients with FM. There is a need for further studies, especially on the optimum duration and dosage of PNE sessions in FM.