Objectives It is widely acknowledged that the experience of pain is promoted by both genetic susceptibility and environmental factors such as engaging in physical activity (PA) and that pain-related cognitions are also important. Thus, the purpose of the present study was to test the association of 64 polymorphisms (34 candidate-genes) and the gene-gene, gene-PA, and gene-sedentary behaviour interactions with pain and pain-related cognitions in women with fibromyalgia. Methods Saliva samples from 274 women with fibromyalgia (aged 51.7 ± 7.7 years) were collected for extracting DNA. We measured PA and sedentary behaviour by accelerometers for a week, pain with algometry and questionnaires, and pain-related cognitions with questionnaires. To assess the robustness of the results, a meta-analysis was also performed. Results The rs6311 and rs6313 polymorphisms (HTR2A) were individually related to algometer scores. The interaction of rs4818 (COMT) and rs1799971 (OPRM1) was related to pain catastrophizing. Five gene-behaviour interactions were significant: the interactions of sedentary behaviour with rs1383914 (ADR1A), rs6860 (CHMP1A), rs4680 (COMT), rs165599 (COMT) and rs12994338 (SCN9A) on bodily pain subscale of the SF-36. Furthermore, the meta-analysis showed an association between rs4680 (COMT) and severity of fibromyalgia symptoms (codominant model, p-value: 0.032). Conclusion The HTR2A gene (individually), COMT and OPRM1 gene-gene interaction, and the interactions of sedentary behaviour with ADRA1A, CHMP1A, COMT, and SCN9A genes were associated with pain-related outcomes. Collectively, findings from the present study indicate a modest contribution of genetics and gene-sedentary behaviour interaction to pain and pain catastrophizing in women with fibromyalgia. Future research should examine whether reducing sedentary behaviour is particularly beneficial for reducing pain in women with genetic susceptibility to pain.