Introduction: Depression is one of the most frequent psychiatric comorbidities in patients with fi bromyalgia (FM), and chronic stress might be one of the triggering events of the characteristic FM symptoms. Objectives: To compare depressive symptoms and stress perception between women with and without FM, in addition to investigate the relationship between those characteristics and the functionality and the impact on the quality of life of those patients. Methods: The study included 20 women with FM (FM group) and 20 healthy women (control group). The following instruments were used: Beck Depression Inventory, Perceived Stress Scale-10, Health Assessment Questionnaire, Fibromyalgia Impact Questionnaire, and Visual Analogue Scale for pain (0-10 cm). Results: The FM group showed higher severity of the depressive symptoms (24.10 ± 11.68) and greater perception of stress (25.10 ± 4.82) as compared with those of the control group (10.20 ± 12.78, P < 0.01; and 15.45 ± 7.29, P < 0.01; respectively). A higher incidence of depressive symptoms was observed in the FM group (75%) than in the control group (25%) (χ 2 = 10.00, P < 0.01). In the FM group, a positive correlation was observed between the depressive symptoms and perceived stress (r = 0.54, P < 0.05), pain (r = 0.58, P < 0.01), impaired functionality (r = 0.56, P < 0.01), and impact on the quality of life (r = 0.46, P < 0.05). In this group there was also correlation between perceived stress and impaired functionality (r = 0.50; P < 0.05). Pain showed no relationship with perceived stress. Conclusion: The relationship between stress, depression and functionality seems to be part of a complex mechanism, which might affect the quality of life of patients with FM.