Fibromyalgia (FM) is a debilitating rheumatic disorder characterized mainly by the presence of continual and widespread musculoskeletal pain, in addition to other disturbing symptoms. There is inconsistent evidence about the effectiveness of the treatments developed so far, making FM a chronic disease that is difficult to treat. The aim of this literature review was to analyze the empirical studies about psychological treatment of FM that have been published over the last twenty years. We conducted a literature search of studies published between 1990 and 2012 using Medline and PsycINFO in the Ovid and ProQuest platforms and hand searching. In total, 58 original studies were identified. The present review presents a comprehensive analysis of the main characteristics of these studies and a description of the interventions developed in order to improve FM symptoms. The most used intervention modality was group treatment with a cognitive-behavioral approach. We also found intensive and remote treatments as well as multimodal therapy, hypnosis, cognitive-behavioral therapy for insomnia, behavioral therapies, mind-body-based techniques, and biofeedback components. Finally, we discuss the clinical relevance of addressing the symptoms of patients with FM and its scientific validation.