ObjectiveTo assess the effectiveness of 24 weeks of land- and water-based exercise on fatigue and sleep quality in women with fibromyalgia, and the persistence of changes 12 weeks after exercise cessation. DesignQuasi-experimental study. SettingUniversity facilities and fibromyalgia associations. ParticipantsWomen with fibromyalgia (N=250; 50.8±7.6 years old). InterventionsParticipants were assigned to land-based exercise (n=83), water-based exercise (n=85), or no exercise control (n=82) groups. The intervention groups engaged in a similar multicomponent exercise program for 24 weeks. Main Outcome MeasuresThe Multidimensional Fatigue Inventory and Pittsburgh Sleep Quality Index were used. ResultsIntention-to-treat analyses revealed that, compared with the control group, at week 24: (i) the land-based exercise group improved physical fatigue (mean difference -0.9 units; 95% confidence interval -1.7 to -0.1; Cohen's d=0.4) and (ii) the water-based exercise group improved general fatigue (-0.8; -1.4 to -0.1, d=0.4), and global sleep quality (-1.6; -2.7 to -0.6, d=0.6). Additionally, compared with the land-based exercise group, the water-based exercise group improved global sleep quality (-1.2; -2.2 to -0.1, d=0.4). Changes were generally not sustained at week 36. ConclusionLand-based multicomponent exercise improved physical fatigue, whereas water-based exercise improved general fatigue and sleep quality. The magnitude of the changes was small-to-medium, and no benefits were maintained after exercise cessation.