We aimed to analyze the relationship of anxiety and depression with fibromyalgia pain and severity. The study comprised 127 women aged 51.9±7 years. Anxiety and depression was assessed by means of the Hospital Anxiety and Depression Scale (HADS) and fibromyalgia severity with the Fibromyalgia Impact Questionnaire (FIQ). Pain was assessed by four indicators: tenderness (tender points count [TPC] and algometer score) and the Short-Form-36 Health Survey (SF36)-pain and FIQ-pain subscales. Perceived pain, as measured by SF36-pain, was worse in the severe anxiety-group compared with the low and mild anxiety-groups and in the severe compared with the low depression-group. Perceived pain, as measured by FIQ, was higher for the severe compared to the low anxiety-group. Tenderness, as measured by algometer score and TPC, did not differ among anxiety and depression categories. HADS-anxiety scores ≥8 were associated with an increased odds ratio of severe fibromyalgia. HADS-depression ≥ 8 were associated with severe fibromyalgia. Overall, women with higher levels of anxiety and depression present increased pain perception and risk of severe fibromyalgia. Consequently, anxiety and depression should be detected and treated properly.