The aim of this study was to examine the association between fibromyalgia pain and weather, and to investigate whether psychosocial factors influence this relationship. Women with chronic widespread pain/fibromyalgia (N = 50) enrolled in a larger study, were recruited from a 4-week inpatient rehabilitation program in Norway ( 2009–2010), and reported their pain and psychological factors up to three times per day (morning, afternoon, evening) for 5 weeks. These ratings were then related to the official local weather parameters. Barometric pressure recorded simultaneously impacted pain significantly while temperature, relative humidity, and solar flux did not. No psychological variables influenced the weather–pain interaction. No weather parameter predicted change in the subsequent pain measures. The magnitude of the inverse association between pain and barometric pressure was very small, and none of the psychological variables studied influenced the association between pain and barometric pressure. All in all, the evidence for a strong weather–pain association in fibromyalgia seems limited at best.