FIBROWALK is a multicomponent program including pain neuroscience education, therapeutic exercise, cognitive behavioral therapy and mindfulness training that has recently been found to be effective in patients with fibromyalgia (FM). This RCT started before the COVID-19 pandemic and was moved to a virtual format (i.e., online videos) when the lockdown was declared in Spain. This study is aimed to evaluate the efficacy of a virtual FIBROWALK compared to Treatment-As-Usual (TAU) in patients with FM during the first state of alarm in Spain. A total of 151 patients with FM were randomized into two study arms: FIBROWALK plus TAU vs. TAU alone. The primary outcome was functional impairment. Secondary outcomes were kinesiophobia, anxiety and depressive symptomatology, and physical functioning. Differences between groups at post-treatment assessment were analyzed using Intention-To-Treat (ITT) and completer approaches. Baseline differences between clinical responders and non-responders were also explored. Statistically significant improvements with small-to-moderate effect sizes were observed in FIBROWALK+TAU vs. TAU regarding functional impairment and most secondary outcomes. In our study, the NNT was 5, which was, albeit modestly, indicative of an efficacious intervention. The results of this proof-of-concept RCT preliminarily support the efficacy of virtual FIBROWALK in patients with FM during the Spanish COVID-19 lockdown.