Evidence-based recommendations support the use of multimodal therapy and hydrotherapy for fibromyalgia syndrome; however, there is little standardisation of such programmes. The aim of the study was to assess the effectiveness of a pool-based exercise using deep water running (DWR) as part of a multimodal physiotherapy programme for patients with fibromyalgia syndrome. For a non-randomised clinical study, 44 patients diagnosed with fibromyalgia were recruited from primary care. Patients in the experimental group received a multimodal programme incorporating pool-based exercise using DWR three times a week for an 8-week period. The control group received a leaflet containing advice and continued with normal activities. Patients were evaluated for physical function (Fibromyalgia Impact Questionnaire, FIQ), pain, general health (Short Form-12 Health Survey) and quality of life (European Quality of Life Scale-5D) pre- and post intervention. Statistically significant results were found for the experimental group for FIQ total score, incorporating physical function, pain, fatigue, stiffness and psychological variables (p < 0.05). Statistically significant differences between the experimental group and control were also found for general health (p < 0.05) and quality of life (p < 0.05). The results of this pilot study and the high level of compliance and adherence and low level of attrition suggest that this multimodal programme incorporating DWR is a safe and effective intervention for fibromyalgia syndrome that is acceptable to patients.