Background/Objectives: Fibromyalgia is a chronic pain syndrome influenced by both physical and psychological factors, but their interaction remains unclear. We evaluated tools combining physical and emotional dimensions to characterise fibromyalgia and assess associations with persistent physical symptoms (PPS) and the emotional distress in its clinical interpretation. Methods: This cross-sectional study included 1588 patients referred to the Pain Management Unit, Complejo Asistencial Universitario de León. Fibromyalgia cases had a prior diagnosis to referral using the 2019 ACTTION–American Pain Society Pain Taxonomy diagnostic criteria. At the first consultation, participants completed a standardized protocol including sociodemographic variables, a Central Sensitization Inventory Part B checklist of previously physician-diagnosed physical and psychological conditions, and the visual analogue scale for pain, the Modified Somatic Perception Questionnaire (MSPQ), and the Zung Self-Rating Depression Scale. The Distress and Risk Assessment Method (DRAM) was used to integrate MSPQ and Zung data. Results: Women had higher odds of fibromyalgia (p = 0.003). Fibromyalgia was associated with PPS (p < 0.001), with chronic fatigue predominating in women (p < 0.001) and neck injury/whiplash in men (p = 0.005). The MSPQ had the highest OR among the instruments evaluated (overall: p < 0.001; women: p < 0.001; men: p = 0.005). Fibromyalgia status differed by DRAM category (nominal model, p < 0.001), suggesting higher odds in the Depressive and Somatic categories compared with Normal. Conclusions: In our sample, sex was associated with fibromyalgia and PPS profiles; PPS profiles were also associated with fibromyalgia. The MSPQ appeared to be among the most informative instruments, and its integration with Zung through the DRAM may have potential utility for psychosomatic risk profiling in fibromyalgia, warranting further study.