Fibromyalgia is a heterogenous primary pain syndrome whose severity has been associated with descending pain modulatory system (DPMS) function and functional connectivity (FC) between pain processing areas. The brain-derived neurotrophic factor (BDNF) Val66Met single nucleotide polymorphism has been linked to vulnerability to chronic pain. In this cross-sectional imaging genetics study, we investigated fibromyalgia, the relationship between BDNF Val66Met heterozygous genotypes (Val/Met), and the functional connectivity (FC) response pattern to acute pain stimulus in the motor (MC) and prefrontal (PFC) cortex assessed by near-infrared spectroscopy (fNIRS) before and after a cold pressor test utilizing water (0–1 °C). Also, we assessed the relationship between this genotype with the DPMS function and quality of life. We included 42 women (Val/Val = 30; Val/Met = 12) with fibromyalgia, ages 18–65. The MANCOVA comparing Val/Met to Val/Val genotypes showed higher ΔFC between left(l)-PFC—l-MC (β = 0.357, p = 0.048), l-PFC—right(r)-PFC (β = 0.249, p = 0.012), l-PFC—r-MC (β = 0.226, p = 0.022), and l-MC—r-PFC (β = 0.260, p = 0.016). Val/Met genotypes showed higher efficiency of the DPMS and lower disability due to pain. Here we show that fibromyalgia patients carrying the Val/Met BDNF genotype presented an increased ΔFC across MC and PFC in response to acute pain associated with differences in acute pain perception and fibromyalgia symptoms.