Fibromyalgia (FM) is a common non-autoimmune rheumatologic disease with a wide range of symptoms that worsen the clinical status of patients. Several authors have tried to identify a putative autoimmune biomarker but, unfortunately, without positive results. Moreover, the altered pain perception characteristic of FM patients is similar in other autoimmune rheumatologic and non-rheumatologic diseases, in fact the pain in FM is not strictly tied to an organic disease, the perception and the severity of it are comparable with those of autoimmune conditions, for example, the polymyalgia rheumatica. In this review, we focus on the FM comorbidities, especially related to autoimmune rheumatologic and non-rheumatologic conditions.