Objective: To investigate the effects of adding stretching to a moderate-intensity aerobic exercise programme in women with fibromyalgia. Design: Randomized controlled trial. Subjects: Sixty-four female patients who were diagnosed with fibromyalgia syndrome based on the American College of Rheumatology criteria were recruited (mean age: 54.27 ± 6.94 years). Interventions: The control group ( n = 32) underwent supervised moderate-intensity cycling (50%–70% of the age-predicted maximum heart rate) three times per week for 12 weeks. The experimental group ( n = 32) underwent the same exercise programme plus a stretching programme once per week for 12 weeks. Main measures: The main measures of this study were sleep quality assessed by the Pittsburgh Sleep Quality Index and the Epworth Sleepiness Scale, the impact of fibromyalgia on quality of life assessed by the Fibromyalgia Impact Questionnaire, and pain perception assessed by the visual analogue scale at baseline, after 4 weeks, and after 12 weeks. Results: The experimental group experienced significant improvements at 4-week measure compared with control group: Pittsburgh Sleep Quality Index ( P < 0.001); Epworth Sleepiness Scale ( P = 0.002); Fibromyalgia Impact Questionnaire (0.93 ± 7.39, P < 0.001); and visual analogue scale (0.52 ± 0.05, P < 0.001). Also at 12-week measure, experimental group experienced significant improvements compared with control group: Pittsburgh Sleep Quality Index ( P < 0.001), Epworth Sleepiness Scale ( P < 0.001); Fibromyalgia Impact Questionnaire (1.15 ± 9.11, P < 0.001); and visual analogue scale (0.81 ± 0.62, P < 0.001). Conclusion: Adding stretching to a moderate-intensity aerobic exercise programme increased sleep quality, decreased the impact of fibromyalgia on the quality of life, and reduced pain compared with just a moderate-intensity aerobic exercise programme in our sample of women with fibromyalgia.