Fibromyalgia (FM) is a chronic pain syndrome with an unclear etiology. In addition to pain, FM patients suffer from a diverse array of symptoms and comorbidities, encompassing fatigue, cognitive dysfunction, mood disorders, sleep deprivation, and dizziness. Due to the complexity of FM, the diagnosis and treatment of it are highly challenging. The aim of the present work was to investigate some clinical and psychological characteristics of FM patients, and to uncover possible correlations with pharmacological and non-pharmacological therapies. We conducted a cross-sectional, questionnaire-based study aimed at evaluating pain, psychological traits, and the self-perceived effectiveness of pharmacological and non-pharmacological treatments in an Italian population of FM patients. Descriptive statistics, correlation, and inference analyses were performed. We found a prevalence of a neuropathic/nociplastic type of pain, which correlated with psychological traits such as anxiety, low mood, psychophysical discomfort, and the inability to relax. The pain type and psychological traits proved to play a role in determining the self-perceived effectiveness of therapeutic interventions. Patients revealed a better response to non-pharmacological therapies, particularly dietary interventions, relaxation techniques, and psychotherapy rather than pharmacological interventions. The sum of our data indicates that for better outcomes, the type of pain and psychological traits should be considered for tailor-made treatments considering non-pharmacological protocols as a complement to the use of drugs.