Fibromyalgia (FM) and migraine are common chronic disorders that predominantly affect women. The prevalence of headache in patients with FM is high (35%-88%), with migraine being the most frequent type. A particular subgroup of patients with FM (approximately half) presents with a combined clinical form of these two painful disorders, which may exhibit a different manner of progression regarding symptomatology and impact on daily activities. This article reviews several common aspects of the pathophysiology regarding pain control mechanisms and neuroendocrine dysfunction occurring in FM and migraine, particularly in the chronic form of the latter. We also discuss the participation of hypothalamic and brainstem centers of pain control, the putative role played by neurotransmitters or neuromodulators on central sensitization, and changes in their levels in the cerebrospinal fluid. Understanding their mechanisms will help to establish new treatment strategies for treating these disabling brain disorders.