The first aim of this article is to analyze the risk/benefit ratio of using psychotropic drugs approved in some countries for treating fibromyalgia syndrome (FMS) during pregnancy. Assessing the effectiveness of non-pharmacological interventions is the second scope of this article, in order to help clinicians to manage FMS in pregnancy in those countries were no drugs are approved for treating the disease. Following the PRISMA guidelines for systematic reviews, a literature search was conducted on PubMed and Google Scholar. Separate literature searches were performed for the three psychotropic drugs approved in the USA for treating FMS, psychotherapy, and transcranial magnetic stimulation (TMS). Perinatal duloxetine exposure is associated with increased risk of gestational and perinatal complications. With regards pregabalin, available information suggests that the drug is not devoid of structural teratogenicity potential. No data are available for milnacipran. Duloxetine and pregabalin should be only given to pregnant women diagnosed with severe forms of FMS after carefully weighing the benefits and risks for the mother-fetus dyad. On the other hand, we have to consider that the proportion of women who discontinue psychotropic drugs during pregnancy is as high as 85.4%. This figure raises further questions about adequate alternative treatment of FMS during the perinatal period. Moreover, neither duloxetine nor milnacipran or pregabalin have been approved by the EMEA for the treatment of FMS. Unfortunately, psychological treatment of FMS in perinatal women are not yet tested and data on TMS are conflicting.