OBJECTIVE: To evaluate the feasibility of 8 months of supervised exercise therapy in warm water and its effects on the impact of fibromyalgia on physical and mental health and physical fitness in affected women. METHODS: Thirty women with fibromyalgia were randomly assigned to an exercise therapy group (n = 15) or a control group (inactive) (n = 15). The impact of fibromyalgia on physical and mental health was assessed using the Fibromyalgia Impact Questionnaire and the anxiety state with State-Trait Anxiety Inventory. Physical fitness was measured using the following tests: Canadian Aerobic Fitness; hand-grip dynamometry; 10-metre walking; 10-step stair-climbing and blind 1-leg stance. RESULTS: After 8 months of training, the exercise therapy group improved compared with the control group in terms of physical function (20%), pain (8%), stiffness (53%), anxiety (41%), depression (27%), Fibromyalgia Impact Questionnaire total scores (18%), State-Trait Anxiety Inventory score (22%), aerobic capacity (22%), balance (30%), functional capacity for walking (6%), stair-climbing with no extra weight (14%) and stair-climbing 10 kg-weighted (25%). CONCLUSION: Eight months of supervised exercise in warm water was feasible and led to long-term improvements in physical and mental health in patients with fibromyalgia at a similar magnitude to those of shorter therapy programmes.