Chronic widespread musculoskeletal pain (CWP), a core symptom of fibromyalgia, is a complex condition with an unclear pathogenesis. Despite findings from genome-wide association studies (GWAS), translating genetic risk variants into therapeutic targets remains challenging due to limited understanding of their functional roles in CWP. In this study, we developed an integrative analytical pipeline to efficiently link genetic associations with novel risk genes for CWP. By combining high-throughput data from multiple sources, we integrated proteome-wide association studies (PWAS), transcriptome-wide association studies (TWAS), summary-based Mendelian randomization (SMR), and Bayesian co-localization analyses. This approach allowed us to prioritize genes that may increase the risk of CWP by altering protein abundance and gene expression in the brain. We further examined these genes using various advanced methodologies to validate their significance. We identified eight genes expressed in the brain, whose protein levels were associated with CWP. Four of these genes were confirmed through a subsequent PWAS, while three showed associations with cis-regulated mRNA expression. Only four genes, GMPPB, COMT, NME1, and GPX1, passed SMR and Bayesian colocalization analyses. These genes were expressed in pain-related brain regions and showed selective expression in oligodendrocytes, microglia, dopaminergic neurons, and interneurons. Additionally, COMT and NME1 were identified as potential druggable targets using the DGIdb and DrugBank databases. Our findings suggest that GMPPB, COMT, NME1, and GPX1 are potential risk genes for CWP, offering new insights into the molecular mechanisms underlying the condition. These genes represent promising targets for future research and therapeutic intervention development.