A recent study (FIBROWALK has supported the effectiveness of a multicomponent treatment based on pain neuroscience education (PNE), exercise therapy (TE), cognitive behavioral therapy (CBT), and mindfulness in patients with fibromyalgia. The aim of the present RCT was: (a) to analyze the effectiveness of a 12-week multicomponent treatment (nature activity therapy for fibromyalgia, NAT-FM) based on the same therapeutic components described above plus nature exposure to maximize improvements in functional impairment (primary outcome), as well as pain, fatigue, anxiety-depression, physical functioning, positive and negative affect, self-esteem, and perceived stress (secondary outcomes), and kinesiophobia, pain catastrophizing thoughts, personal perceived competence, and cognitive emotion regulation (process variables) compared with treatment as usual (TAU); (b) to preliminarily assess the effects of the nature-based activities included (yoga, Nordic walking, nature photography, and Shinrin Yoku); and (c) to examine whether the positive effects of TAU + NAT-FM on primary and secondary outcomes at post-treatment were mediated through baseline to six-week changes in process variables. A total of 169 FM patients were randomized into two study arms: TAU + NAT-FM vs. TAU alone. Data were collected at baseline, at six-week of treatment, at post-treatment, and throughout treatment by ecological momentary assessment (EMA). Using an intention to treat (ITT) approach, linear mixed-effects models and mediational models through path analyses were computed. Overall, TAU + NAT-FM was significantly more effective than TAU at posttreatment for the primary and secondary outcomes evaluated, as well as for the process variables. Moderate-to-large effect sizes were achieved at six-weeks for functional impairment, anxiety, kinesiophobia, perceived competence, and positive reappraisal. The number needed to treat (NNT) was 3 (95%CI = 1.6–3.2). The nature activities yielded an improvement in affective valence, arousal, dominance, fatigue, pain, stress, and self-efficacy. Kinesiophobia and perceived competence were the mediators that could explain a significant part of the improvements obtained with TAU + NAT-FM treatment. TAU + NAT-FM is an effective co-adjuvant multicomponent treatment for improving FM-related symptoms.