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Background: Fibromyalgia (FM) is a chronic pain syndrome characterized by widespread pain, tenderness, and fatigue. Patients with FM have no effective medication so far, and their activity of daily living and quality of life are remarkably impaired. Therefore, new therapeutic approaches are awaited. Recently, exercise therapy has been gathering much attention as a promising treatment for FM. However, the underlying mechanisms are not fully understood, particularly, in the central nervous system, including the brain. Therefore, we investigated functional connectivity changes and their relationship with clinical improvement in patients with FM after exercise therapy to investigate the underlying mechanisms in the brain using resting-state fMRI (rs-fMRI) and functional connectivity (FC) analysis. Methods: Seventeen patients with FM participated in this study. They underwent a 3-week exercise therapy on in-patient basis and a 5-min rs-fMRI scan before and after the exercise therapy. We compared the FC strength of sensorimotor regions and the mesocortico-limbic system between two scans. We also performed a multiple regression analysis to examine the relationship between pre-post differences in FC strength and improvement of patients’ clinical symptoms or motor abilities. Results: Patients with FM showed significant improvement in clinical symptoms and motor abilities. They also showed a significant pre-post difference in FC of the anterior cingulate cortex and a significant correlation between pre-post FC changes and improvement of clinical symptoms and motor abilities. Although sensorimotor regions tended to be related to the improvement of general disease severity and depression, brain regions belonging to the mesocortico-limbic system tended to be related to the improvement of motor abilities. Conclusion: Our 3-week exercise therapy could ameliorate clinical symptoms and motor abilities of patients with FM, and lead to FC changes in sensorimotor regions and brain regions belonging to the mesocortico-limbic system. Furthermore, these changes were related to improvement of clinical symptoms and motor abilities. Our findings suggest that, as predicted by previous animal studies, spontaneous brain activities modified by exercise therapy, including the mesocortico-limbic system, improve clinical symptoms in patients with FM.