Fibromyalgia (FM) is a disease characterized by chronic widespread pain concomitant with psychiatric symptoms such as anxiety and depression. It has been reported that FM patients engage in pain catastrophizing. In this study, we investigated characteristics of the brain volume of female FM patients and the association between psychological indices and brain volume. Thirty-nine female FM patients and 25 female healthy controls (HCs) were recruited for the study, and five FM patients were excluded due to white matter lesions. The following analyses were performed: (1) T1-weighted MRI were acquired for 34 FM patients (age 41.6 ± 7.4) and 25 HCs (age 39.5 ± 7.4). SPM12 was used to compare their gray and white matter volumes. (2) Data from anxiety and depression questionnaires (State-Trait Anxiety Inventory and Hospital Anxiety and Depression Scale), the Pain Catastrophizing Scale (subscales rumination, helplessness, magnification), and MRI were acquired for 34 FM patients (age 41.6 ± 7.4). Correlation analysis was done of the psychological indices and brain volume. We found that (1) The white matter volume of the temporal pole was larger in the FM patient group than in the HC group. (2) Correlation analysis of the psychological indices and gray matter volume showed a negative correlation between trait anxiety and the amygdala. For the white matter volume, positive correlations were found between depression and the brainstem and between magnification and the postcentral gyrus. Changes in the brain volume of female FM patients may be related to anxiety, depression, and pain catastrophizing.