Neural functional connectivity changes in the default mode network (DMN), Central executive network (CEN), and insula have been implicated in fibromyalgia (FM) but stem from a sparse set of small-scale studies with limited power for the investigation of confounding effects. We investigated whether anxiety, depression, pain sensitivity, and pain intensity modulated functional connectivity related to DMN nodes, CEN nodes, and insula. Resting-state functional magnetic resonance imaging data were collected from 31 females with FM and 28 age-matched healthy controls. Connectivity was analysed with a region-based connectivity analysis between DMN nodes in ventromedial prefrontal cortex (vmPFC) and posterior cingulate cortex, CEN nodes in the intraparietal sulcus (IPS), and bilateral insula. FM patients displayed significantly higher levels of anxiety and depressive symptoms than controls. The right IPS node of the CEN showed a higher level of connectivity strength with right insula in FM with higher pain intensity compared to controls. More anxiety symptoms in FM correlated with higher levels of connectivity strength between the vmPFC DMN node and right sensorimotor cortex. These findings support the theory of altered insular connectivity in FM and also suggest altered IPS connectivity in FM. Interestingly, no change in insular connectivity with DMN was observed.