Anticipation of pain influences its cerebral processing and dysfunctional cognitive style like catastrophizing correlates with the severity of pain. Patients with fibromyalgia syndrome (FMS) exhibit higher levels of catastrophizing, increased attention to pain, and augmented cerebral pain processing. Therefore, alteration in cerebral processing during anticipation of experimental pain and its relation to catastrophizing are the main focus of the study. Functional magnetic resonance imaging of the brain was acquired during the time of pain anticipation with announcement of its intensity or not in 12 patients with FMS and 14 healthy controls. Within a two-factorial model (factors "group" and "session"), the main effect of group and the interaction effect were tested in a whole-brain analysis. In addition, activation of the periaqueductal gray (PAG) was analyzed in a region-of-interest analysis. Patients with FMS generally displayed greater catastrophizing behavior (p = .003) but not during the anticipation of the experimental pain (p > .16). Furthermore, patients showed greater activation of the dorsolateral prefrontal cortex (p = .05), the PAG (p = .04), and the posterior parietal cortex (p = .03) during the anticipation of pain, independent of the pain coping behavior during anticipation. The lack of difference in catastrophizing during the experimental pain suggests independent coping mechanisms during experimental and clinical pain. Regarding the importance of the frontal cortex and the PAG in the descending pain modulation system, it seems reasonable to assume that these functional changes related to the context of stimulus presentation may contribute to central sensitization in FMS.