The impaired cortical function likely plays a critical role in chronic pain maintenance and fibromyalgia symptoms. While the functional connectivity (FC), as assessed by functional near-infrared spectroscopy (fNIRS), is a promising approach that evaluates cortical activation through hemodynamic response estimation. Thus, this study compared the FC of bilateral motor and prefrontal cortices between responders and nonresponders to the conditioned pain modulation task (CPM-test) induced by hand immersion in cold water (0–1°C). We included 37 women with fibromyalgia according to the American College of Rheumatology diagnoses criteria (n = 23 responders to  CPM-task and n = 14 nonresponders). After the adjustment for multiple comparisons, we found that nonresponders relative to responders showed higher FC between the left motor cortex (LMC) with both left prefrontal cortex (LPFC; t=-2.476, p-value=0.01) and right prefrontal cortex (RPFC; t=-2.363, p=0.02). The psychiatric diagnoses was also positively associated with a higher FC on the LMC-LPFC and the LMC-RPFC. These results indicate that the higher connectivity between the left motor and bilateral prefrontal cortex might be a neural marker of DPMS dysfunction and an intermediate in the interplay between fibromyalgia and psychiatric disorders.