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Participants with fibromyalgia (FM) and healthy controls (HC) experienced an identical ‘threat/safety’ experimental pain paradigm while undergoing functional magnetic resonance imaging (fMRI) to investigate the differences in pain processing between the two groups. In the ‘threat’ (Pain) imaging runs, participants were told that they would receive noxious heat stimuli to their right hands, calibrated to elicit subjectively moderate levels of pain. In the ‘safety’ (No-Pain) imaging runs, no stimulus was given. This design enabled the study of both continuous and reactive components of pain processing, as well as brain activity associated with anticipation and reward. The fMRI data were analyzed with a data-driven structural equation modeling approach, and significant group-level connectivity differences were identified in both study conditions, in both time periods of interest (Expectation, Stimulation). Group-level connectivity differences in the No-Pain condition occurred mainly during the expectation of pain, and involved regions associated with emotion and reward, suggesting FM may involve altered affective/reward processing. Group-level connectivity differences in the Pain condition occurred mainly during stimulation, with the FM group having decreased connectivity between the anterior cingulate cortex (ACC) and the amygdala, and increased connectivity between the posterior cingulate cortex (PCC) and the thalamus. The decreased ACC→Amygdala connectivity supports previous findings, suggesting FM likely involves altered responses in motivational-affective aspects of pain processing. The increased PCC→Thalamus connectivity may suggest the FM group experienced heightened saliency toward the noxious stimuli, which may contribute toward the mechanism which causes hyperalgesia in FM.