Fibromyalgia (FM) is a multifactorial syndrome of unknown etiology, characterized by widespread chronic pain and various somatic and psychological manifestations. The management of FM requires a multidisciplinary approach combining both pharmacological and nonpharmacological strategies. Among nonpharmacological strategies, growing evidence suggests a potential beneficial role for nutrition. This review summarizes the possible relationship between FM and nutrition, exploring the available evidence on the effect of dietary supplements and dietary interventions in these patients. Analysis of the literature has shown that the role of dietary supplements remains controversial, although clinical trials with vitamin D, magnesium, iron and probiotics’ supplementation show promising results. With regard to dietary interventions, the administration of olive oil, the replacement diet with ancient grains, low-calorie diets, the low FODMAPs diet, the gluten-free diet, the monosodium glutamate and aspartame-free diet, vegetarian diets as well as the Mediterranean diet all appear to be effective in reducing the FM symptoms. These results may suggest that weight loss, together with the psychosomatic component of the disease, should be taken into account. Therefore, although dietary aspects appear to be a promising complementary approach to the treatment of FM, further research is needed to provide the most effective strategies for the management of FM.