Background/Objectives: Fibromyalgia (FM) is a chronic syndrome characterized by widespread musculoskeletal pain, fatigue, sleep disturbances, and mental health issues. It affects approximately 1.78% of the general population; an estimated 4:1 ratio between women and men is observed. It significantly impacts quality of life and carries both clinical and social stigma. This study aims to evaluate the relationship between drug use and mental health in female patients with fibromyalgia. Methods: This study is prospective, observational, and cross-sectional. A questionnaire was administered to 544 subjects, achieving a representative sample size from a population of 800,000 subjects by using an algorithm for proportion estimation with a known sampling frame. The selection was non-random, making the sampling non-probabilistic. Logistic regression models were applied to assess the effect of drug use on perception of mental health; presence of symptoms such as comprehension and memory problems, insomnia, depression, and anxiety; and severity of cognitive symptoms and non-restorative sleep. To quantify the impact, odds ratios and confidence intervals have been observed. Results: The findings indicate the non-recommended use of medications and reveal the ineffectiveness and adverse effects of drug interactions on mental health. The use of benzodiazepines and sedative-hypnotics is significantly associated with a negative perception of mental health. Benzodiazepines do not improve symptoms or significantly reduce their severity. SSRI antidepressants do not enhance mental health perception; however, when used exclusively, they are effective in reducing the severity, but not the prevalence, of cognitive symptoms. Conclusions: The results highlight the complexity of pharmacological management in FM and raise concerns about the inappropriate use of ineffective or counterproductive drug interactions affecting patients’ mental health. They underscore the need for multidisciplinary and personalized strategies that include close and careful monitoring, as well as the simultaneous use of non-pharmacological treatments that have demonstrated evidence in improving quality of life without negatively affecting mental health, such as patient education, psychological therapy, physiotherapy, and mindfulness.