Although exercise is essential for the treatment of fibromyalgia, adherence is low. Walking, as a form of physical exercise, has significant advantages. The aim of this article is to describe, in 920 women with fibromyalgia, the prevalence of certain walking beliefs and analyze their effects both on the walking behavior itself and on the associated symptoms when patients walk according to a clinically recommended way. The results highlight the high prevalence of beliefs related to pain and fatigue as walking-inhibitors. In the whole sample, beliefs are associated with an increased perception that comorbidity prevents walking, and with higher levels of pain and fatigue. In patients who walk regularly, beliefs are only associated with the perception that comorbidity prevents them from walking. It is necessary to promote walking according to the established way (including breaks to prevent fatigue) and to implement interventions on the most prevalent beliefs that inhibit walking.