Pharmacological therapy for fibromyalgia syndrome (FMS) is actually unsatisfactory; analgetic and nonsteroidal anti-inflammatory drugs are not very effective. On the other hand, it is opportune to underline that antidepressant drugs produce positive response on pain in patients with FMS. Furthermore, many studies showed that using variable doses of melatonin (3–6 mg/d) in subjects affected from FMS had significantly been effective on pain, sleep, daytime fatigue, and depression. This study was aimed to evaluate the efficacy of agomelatine on depression, anxiety, cognition, and pain in a sample of drug-free FMS patients. Agomelatine was administered at the single daily dose of 25 mg/d to 15 fibromyalgia “drug-free” female subjects during 12 weeks. Outcome measures included the Hamilton Rating Scale for Depression, the Hamilton Rating Scale for Anxiety, the Zung Self-Rating Depression Scale, the Zung Self-Rating Anxiety Scale, the Visual Analog Scale of Pain, the Quality of Life Index, the Wisconsin Card Sorting Test, the Verbal Fluency Task-Controlled Oral Word Association Test, and the Stroop Color-Word Test. Treatment with agomelatine significantly improved depression, anxiety, and pain in patients with FMS. Regarding executive/cognitive symptoms, treatment with agomelatine did not have a significant impact on the explored neuropsychological domains, although there was a trend toward the improvement of performances. The findings showed that agomelatine was effective and well tolerated in patients with FMS. Further research is needed to fully evaluate the role of agomelatine as a potential pharmacological strategy for the treatment of FMS.