Objective. This population-based cross-sectional study aimed to characterize the association of different components of physical fitness with pain levels, pain-related catastrophizing, and chronic pain self-efficacy in women with fibromyalgia (FM). Methods. A total of 468 women with FM participated. The experience of pain was assessed with different tools (algometry, a numeric rating scale [revised FM impact questionnaire], a visual analog scale, and the bodily pain subscale on the Short Form 36 health survey). We also assessed pain-related catastrophizing and chronic pain self-efficacy. Physical fitness was assessed with performance-based tests (Senior Fitness Test battery and handgrip dynamometry). A standardized composite score was computed for each component of physical fitness (aerobic fitness, muscle strength, flexibility, and motor agility), and their average comprised a clustered global fitness profile. Results. Overall, higher physical fitness was consistently associated with lower levels of pain, lower pain-related catastrophizing, and higher chronic pain self-efficacy (regardless of the pain assessment method and the fitness test evaluated). Muscle strength and flexibility were independently associated with pain (P < 0.005 for both), and participants with high muscle strength plus high flexibility (combined effect) had the lowest levels of pain in this population. Aerobic fitness and flexibility were independently associated with pain-related catastrophizing (P < 0.001 for both) and chronic pain self-efficacy (P < 0.001 for both), and participants with high flexibility plus high aerobic fitness (combined effect) had the best catastrophizing and self-efficacy profiles. Conclusion. Our results suggest that higher physical fitness is associated with lower levels of pain, lower pain-related catastrophizing, and higher chronic pain self-efficacy in women with FM. These results might have implications for future intervention studies in this population.