Fibromyalgia syndrome (FMS) is a chronic disorder that is characterized by widespread pain with localized tenderness. We aimed to investigate whether thermal therapy combining sauna therapy and underwater exercise improved pain, symptoms, and quality of life (QOL) in FMS patients. Forty-four female FMS patients who fulfilled the American College of Rheumatology (ACR) criteria received 12-week thermal therapy program comprising sauna therapy once daily for 3 days/week and underwater exercise once daily for 2 days/week. Pain, symptoms, and QOL were assessed using a pain visual analog scale (VAS), a fibromyalgia impact questionnaire (FIQ), and a short form 36-item questionnaire (SF-36), respectively. All of the patients reported significant reductions in pain and symptoms of 31-77% after the 12-week thermal therapy program, which remained relatively stable (28-68%) during the 6-month follow-up period (that is, the thermal therapy program improved both the short-term and the long-term VAS and FIQ scores). Improvements were also observed in the SF-36 score. Thermal therapy combining sauna therapy and underwater exercise improved the QOL as well as the pain and symptoms of FMS patients.