Fibromyalgia is a common syndrome diagnosed by clinical criteria. The main symptom of fibromyalgia is pain, but patients frequently also complain about other nonspecific symptoms, such as headache, sleep disturbance, mood disorder, and cognitive impairment. In the light of the multifactorial origin of the disease and of the lack of objective diagnostic findings, several attempts have been made to find a reliable biomarker. For this reason, over the years, a number of patients and various biological samples have been studied, using many different approaches and techniques. Despite this, none of these studies has been able to find the proper biomarker. The aim of this review is to provide a critical overview of the current environment characterizing the search for fibromyalgia biomarkers.