Objective: fibromyalgia is a complex chronic pain syndrome characterized by widespread musculoskeletal pain, insomnia and autonomic alterations. Cognitive-behavioral therapy (CBT) is regarded as a promising treatment in fibromyalgia, but its impact on autonomic function remains uncertain. In this research, we studied the effect of CBT on autonomic functions in fibromyalgia. Methods: Twenty-five participants underwent overnight polysomnographic recordings before and after CBT programs focused on pain (CBT-P) or a hybrid modality focused on pain and insomnia (CBT-C). Sleep quality, daily pain, depression and anxiety were assessed by self-reported questionnaires. We analyzed heart rate variability (HRV) using high-frequency power (HF) as a marker for parasympathetic activity, and low-frequency power (LF) and the LF/HF ratio as relative sympathetic markers during wakefulness and at each sleep stage. Results: After treatment, 14 patients (/25, 58.0%) reported improvement in their sleep: 6 in the CBT-P condition (/12, 50%), and 8 in the CBT-C condition (/13, 61.5%). We found that, regardless of the type of CBT, patients who reported improvement in sleep quality (n = 14, 58%) had an increase in HF during stages N2 (p < 0.05) and N3 (p < 0.05). These changes were related to improvement in sleep quality (N2, r = −0.43, p = 0.033) but not to pain, depression or anxiety. Conclusions: This study showed an improvement in parasympathetic cardiac control during non-rapid-eye-movement sleep following CBT in fibromyalgia participants who reported better sleep after this therapy. CBT may have a cardio-protective effect and HRV could be used as a sleep monitoring tool in fibromyalgia.