The aim of this study was to investigate the effects generated by the methods of training in women with fibromyalgia. Two methods were applied--aerobic training (TA) and circuit training (T(CIRC))--and their effects were compared on the quality of life of patients through diagnostic tests for fibromyalgia (questionnaire on the impact of fibromyalgia, visual scale of pain), development of aerobic capacity (test time, VO2max, and HRmax), and strength (15RM test). With the analysis performed in the pre- and post-training periods, it was found that in diagnosis of fibromyalgia the T(CIRC) had a greater development than the T(A) when pre- and post-test evolution were compared. In 6 weeks, however, the TA had better results than the T(CIRC) in aerobic capacity, considering the duration of the training period. In the variable strength development, as expected, the T(CIRC) showed a higher evolution. Thus, it was concluded that circuit training can be an alternative form of treatment of fibromyalgia.