Fibromyalgia (FM) is a chronic pain syndrome associated with adverse symptoms of cognitive, behavioural, and emotional dysfunction. Accumulating evidence supports the notion that sleep dysfunction, which affects almost all FM patients, has a reciprocal influence on pain. Yet, little is known about the relationship between sleep and other FM symptoms. The present study analysed the role of sleep dysfunction as a mediator of the impact of pain intensity on anxiety, depression, and daily functioning, comparing them with the mediating role of self-efficacy. A cross-sectional design was used. A sample of 104 women with FM and 86 healthy control women completed a semi-structured interview and self-reported measures of pain, sleep quality, anxiety, depression, and daily functioning. Multiple mediation models were proposed and a bootstrapping approach was used to test these models. Women diagnosed with FM had more dysfunctional scores on the variables examined than control participants, and there were significant relationships between all the variables examined in the mediation models for the FM group. The mediation analyses suggested that sleep quality and self-efficacy significantly mediated the relationship between pain and emotional distress. Additionally, self-efficacy was a significant mediator and sleep quality a likely mediator that was marginally significant in the relationship between pain and functioning. Sleep dysfunction is importantly related to FM symptoms and deserves more attention in both research and clinical practice. Our results suggest that, in addition to the usual treatment of FM, improving sleep could optimize the current management of the syndrome. ©2011 The British Psychological Society.