The aim of this study was to generate a substantive theory, based on interviews with women with fibromyalgia, explaining how they manage their main concerns in daily life. The study has an inductive approach in line with classic grounded theory (Glaser, 1992). Twenty-three women living in the southwest region of Sweden were interviewed in-depth about their daily living with fibromyalgia and problems related to this. Probing and follow-up questions were asked by the interviewers when relevant. The interviews were transcribed verbatim and consecutively analysed in line with guidelines for grounded theory. The results showed that the main concern for women with fibromyalgia was to reach a balance in daily life. This concern was resolved by them using different strategies aimed at minimizing the dysfunctional interplay between activity and recovery (core category). This imbalance includes that the women are forcing themselves to live a fast-paced life and thereby tax or exceed their physical and psychological abilities and limits. Generally, the fibromyalgia symptoms vary and are most often unpredictable to the women. Pain and fatigue are the most prominent symptoms. However, pain-free periods occur, often related to intense engagement in some activity, relaxation or joy, but mainly the “pain gaps” are unpredictable. To reach a balance in daily life and manage the dysfunctional interplay between activity and recovery the women use several strategies. They are avoiding unnecessary stress, utilizing good days, paying the price for allowing oneself too much activity, planning activities in advance, distracting oneself from the pain, engaging in alleviating physical activities, and ignoring pain sensations. Distracting from the pain seems to be an especially helpful strategy as it may lead to “pain gaps”. This strategy, meaning to divert attention from the pain, is possible to learn, or improve, in health promoting courses based on principles of cognitive behavioural therapy (CBT). We suggest that such courses are offered in primary care for patients with fibromyalgia or other types of longstanding pain. The courses should be led by registered nurses or psychologists, who are experienced in CBT and have extensive knowledge about theories on longstanding pain, stress and coping. Such courses would increase well-being and quality of life in women suffering from fibromyalgia.