The objective of the present manuscript was to evaluate the effects of 24-weeks exergame intervention on the heart rate variability (HRV) of women with fibromyalgia. First, 56 women with fibromyalgia were assessed for eligibility. A total of 55 women fulfilled the inclusion criteria and participated in this single-blinded, randomized controlled trial. A 24-weeks of exergames were completed by the exercise group in the university facilities. It was focused on the mobility, postural control, upper and lower limbs coordination, aerobic fitness and strength. A total of 120 min per week, divided into two sessions of 60 min, was completed. A short-term 5 min record at rest was used to assess the HRV. Time (SDNN and RMSSD) and non-linear indexes (Higuchi´s Fractal Dimension, SD1, SD2, ln stress score, and SD1/SD2) of HRV were extracted. Fifty participants (achieving an 89.28% of adherence), recruited from the local fibromyalgia association completed the study. They were randomly divided into an exercise (age = 54.04[8.45]) and a control group (52.72[9.98]). Significant interaction (group*time) effects in SDNN, ln stress score, SD2, and SD1/SD2 ratio were found. The EG showed an increase of SDNN and a decreased ln stress score and SD2. The CG showed an increased ln stress score, SD1/SD2. In conclusion, 24-weeks of exergame intervention based on the tool VirtualEx-FM improved the autonomic control in patients with fibromyalgia. However, significant effects on Higuchi´s fractal dimension were not found. This is the first study using exergame as a therapy in women with fibromyalgia which has led to an improvement the autonomic balance in these patients.