The objective of this study was to assess the efficacy of an active exercise physiotherapy programme versus an exercise for well-being programme improving muscle strength, range of movement, respiratory capacity and quality of life of women with fibromyalgia. A randomized, assessor-blind, controlled trial was conducted. A total of 141 women diagnosed with fibromyalgia were randomized to a physiotherapy exercise group ( = 47), an exercise for well-being group ( = 47) and a control group ( = 47). The study lasted 4 weeks and the experimental groups received 45 min sessions performed twice a week on alternate days. The primary outcome measures were range of movement and muscle strength. The secondary outcome measures were respiratory capacity and quality of life. The results showed statistically significant improvements in the exercise for well-being and physiotherapy groups vs. the control group at week 5 in relation to joint range of movement ( = 0.004), muscle strength ( = 0.003) and quality of life ( = 0.002). The changes found in all the spirometry parameters seem to be associated to some of the changes in joint range of movement and muscle strength as well as quality of life. Physiotherapy and exercise for well-being improved upper limb and lower limb range of movement and the muscle strength of women with fibromyalgia.