Background: Fibromyalgia, rheumatoid arthritis, spondyloarthritis, and Sjögren’s syndrome are chronic rheumatic diseases with very different clinical characteristics, but which share symptoms such as pain and fatigue. The aim of the study was to examine the impact of the disease on psychological adaptation in fibromyalgia compared with other rheumatic diseases (rheumatoid arthritis, spondyloarthritis, and Sjögren’s syndrome). Methods: In a multicenter study, 165 women with rheumatic diseases (48 with fibromyalgia, 47 with rheumatoid arthritis, 47 with spondyloarthritis, 23 with Sjögren’s syndrome) completed the General Health Questionnaire–28 (emotional distress), Fatigue Severity Scale (fatigue), Fibromyalgia Impact Questionnaire (impact of the disease), Coping Strategies Questionnaire (coping), and Mini International Neuropsychiatric Interview (comorbidity with DSM IV axis-I disorders). We used the Kruskal-Wallis test, Mann-Whitney U test, and chi2 test to compare comorbid anxiety and depressive disorders and to compare the impact of the disease on patients’ mental well-being and daily life and adjustment (coping strategies). Results: Anxiety and depressive disorders were more common in fibromyalgia patients; they had higher scores on impact of the disease, physical symptoms, pain, and fatigue than rheumatoid arthritis patients and reported more fatigue than patients with spondyloarthritis. Overall, they used more maladaptive coping strategies (less use of distancing from pain than patients with rheumatoid arthritis and spondyloarthritis, less use of ignoring pain sensations, and more use of catastrophizing than those with rheumatoid arthritis). No differences were found between fibromyalgia and Sjögren’s syndrome on impact and adjustment. Conclusions: Compared with other rheumatic diseases, fibromyalgia has a greater impact on daily life; patients have more difficulty adjusting to the disease and generally use poorer strategies to cope with pain.