Cognitive deficits have a significant impact on the daily performance of fibromyalgia patients. This paper analyzes executive functioning and decision-making performance, and the relationships between these functions and pain, anxiety, depression and medication in fibromyalgia patients. A group of fibromyalgia patients (FG) (n = 85) was compared with a healthy control group (CG) (n = 85) in their performance in the Wisconsin Card Sorting Test (WCST) and the Iowa Gambling Task (IGT). In the WCST, results showed a percentage of non-perseverative errors significantly higher in the CG than in the FG (p = .026), the other variables (percentage of perseverative errors, number of categories and failures to maintain set) showed no significant differences. In relation to decision-making (IGT), once the rules had been learnt, the FG made fewer advantageous choices than the CG, but these differences were not statistically significant (p = .325). In the FG, pain severity (p = .010) and impact on daily activities (p = .016) interfered with decision-making, unlike anxiety, depression or medication, which did no relate to it. In executive function, pain and impact on daily activities were associated with the percentage of perseverative errors (p = .051) and the number of categories (p = .031), whereas pain severity was related to failures to maintain set (p = .039), indicative of increased distractibility and poor attentional ability. In conclusion, FG showed normal performance in executive functioning and decision-making. Moreover, pain was associated with neuropsychological functioning whereas anxiety, depression and medication were not.