Depression has emerged as the most prevalent mental disorder in patients with fibromyalgia. Stress, whose stages are alarm, resistance, near-exhaustion and exhaustion, constitutes a physical reaction to a threatening situation. To investigate the levels of stress, anxiety and depression in women with fibromyalgia, comparing them with those of healthy women. Participants were 50 women, 25 with a diagnosis of fibromyalgia according to the criteria of the American College of Rheumatology, and 25 without this diagnosis, matched for age. Instruments used: Lipp Inventory of Stress Symptoms for Adults (LISS), State-Trait Anxiety Inventory (STAI) and Beck Depression Inventory (BDI). The mean age was 49.36 years for the group with fibromyalgia (FM) and 49.20 years for the group without fibromyalgia (non-FM). FM showed a higher incidence of stress (96%) compared with non-FM (5%). The resistance phase was predominant in both groups, FM (42%) and non-FM (100%). In FM there was distribution of the four stages (alarm, resistance, near-exhaustion and exhaustion). The differences between phases in the analyzed groups were significant (p< 0.001). FM showed predominance of psychological symptoms (54%); non-FM did show the same frequency of psychological and physical/psychological (40%) symptoms. Symptoms of state and trait anxiety and of depression in FM were significantly higher, when compared with non-FM (p< 0.01). Stress index (96%), trait anxiety (over 50) and clinically relevant depression (greater than 20) in FM were relevant. The understanding of the emotional variables involved in fibromyalgia is important to define the therapeutic strategy.© 2014 Elsevier Editora Ltda. All rights reserved.