There has been growing interest in the use of formal self-management training programs for people with fibromyalgia (FM). In these programs, health care professionals serve as trainers and provide education about FM and guided instruction in specific self-management strategies. A review of the literature on formal self-management training programs for FM suggests that they can be divided into groups: (1) those emphasizing training in coping skills (e.g., relaxation, activity pacing, and problem-solving techniques), and (2) those emphasizing training in physical exercise (e.g., cardiovascular fitness, strength, and endurance training). In this article, we review studies that have tested the efficacy of both types of programs. In addition, we identify key individual and contextual variables that are related to outcome and highlight future directions in the research and development of self-management programs.