Although the predominant symptom in fibromyalgia (FM) is muscle pain, and fatigue in chronic fatigue syndrome (CFS), differential diagnosis is very difficult. This research investigates the psychoneuroimmunoendocrine disorders of FM patients and ascertains whether a previous CFS diagnosis affected them. Through accelerometry objective parameters, physical activity/sedentarism levels in relation to fatigue are studied, as well as whether perceived levels of stress, anxiety, and pain correspond to objective biomarkers, all of these with respect to a reference group (RG) of women without FM. FM patients have a worse psychological state and perceived quality of life than those with RG. These perceived outcomes are consistent with impaired objective levels of a sedentary lifestyle, higher systemic levels of cortisol and noradrenaline, and lower levels of serotonin. However, FM patients with a previous CFS diagnosis had lower systemic levels of IL-8, cortisol, oxytocin, and higher levels of adrenaline and serotonin than FM patients without diagnosed CFS. In conclusion, while perceived health parameters do not detect differences, when objective neuroimmunoendocrine parameters related to stress, inflammation, pain, and fatigue are used, people with CFS could be overdiagnosed with FM. This reinforces the need for objective biomarker assessment of these patients for better diagnostic discrimination between both syndromes.