Pain severity, depression, and sleep disturbances are key targets for FM rehabilitation. Recent evidence suggests that whole-body cryostimulation (WBC) might be an effective add-on treatment in the management of FM. The purpose of this study was to evaluate the effects of an add-on WBC intervention to a multidisciplinary rehabilitation program on pain intensity, depressive symptoms, disease impact, sleep quality, and performance-based physical functioning in a sample of FM patients with obesity. We performed a randomized controlled trial with 43 patients with FM and obesity undergoing a multidisciplinary rehabilitation program with and without the addition of ten 2-min WBC sessions at −110 °C over two weeks. According to our results, the implementation of ten sessions of WBC over two weeks produced additional benefits. Indeed, both groups reported positive changes after the rehabilitation; however, the group that underwent WBC intervention had greater improvements in the severity of pain, depressive symptoms, disease impact, and quality of sleep. On the contrary, with respect to performance-based physical functioning, we found no significant between-group differences. Our findings suggest that WBC could be a promising add-on treatment to improve key aspects of FM, such as pain, depressive symptoms, disease impact and poor sleep quality.