Objectives This study was the first to explore whether individuals with fibromyalgia (FM) have different cognitive alterations (i.e.; in alertness, orienting, and executive control) depending on their sex. We also analysed possible gender differences in the relationships between cognitive functioning and some of the main symptoms of FM. Design Cross-sectional study. Methods Two clinical groups with FM (n = 58 women and n = 20 men) and two healthy control groups (n = 21 women and n = 27 men) aged between 30 and 60 years old participated in this study. Pain intensity, sleep disturbance, depression, anxiety, pain catastrophizing, and daily functioning were evaluated with self-report measures. Attentional function was assessed with the ANT-I task (Attentional Network Test-Interactions). Results Mixed ANOVAs showed impairment in vigilance and executive control in both male and female patients with FM compared with controls. Control men were faster than control women, but FM eliminated sex differences. In addition, attention deficit was associated with worse daily functioning in women but not in men with FM. Emotional distress and sleep disruption seemed to contribute differently to these cognitive alterations in both sexes. Conclusions Therapy strategies aimed at reducing emotional distress and sleep disruption are likely to improve cognitive function by enhancing vigilance. Therapies aimed at reducing emotional distress seem to improve attentional function more in women than in men; those aimed at improving sleep quality are likely to reduce a vigilance/alertness deficit in women and executive problems in men.