Background <p>To date, no cohort has yet examined the effects of clinical sociodemographic variables and social support on exercise adherence in women with fibromyalgia.</p> Objective <p>To examine the clinical and sociodemographic variables that influence exercise adherence in patients with fibromyalgia.</p> Methods <p>We included women with fibromyalgia aged 18–55&#xa0;years. They were invited to participate in an exercise program (resistance or aerobic) for 3&#xa0;months. After the first week of the intervention, all patients were invited to answer a form and their answers generated 31 variables. After 3&#xa0;months of treatment, the supervising researcher reported the number of women who dropped out of their respective exercises. Three models were constructed and individually tested for their explanatory power in predicting discontinuation of exercise participation (dropout rate). In each of the models, the association between the predictor variables and the outcome variable was evaluated using mathematically adjusted models (Chi-square ≥ 40, <i>p</i> ≤ .05). Only the corrected models with a significance level of &lt; .05 and a coefficient of determination adjusted for the independent variables (R²) &gt; .50 were accepted and reported. Binary logistic regression was performed on each of them. The univariate model was used to construct a term representing the main effects of the independent variables on the dropout rate.</p> Results <p>After adjusting the model and excluding variables (i.e., 15), the total number of variables included in the final dropout rate model (<i>n</i> = 12 + their subcategories) showed a significant level of power, as indicated by a Chi-squared value of 48.114 (<i>R</i>² = .73, <i>p</i> &lt; .05). Namely, 73% of the dropout from exercise may be attributed to the independent variables. Social support was the only variable with a significant (<i>p</i> &lt; .05) predictive capacity (beta = −.091) and protective effect (OR = .913; 95% CI = .835, .998). This indicates that women with fibromyalgia who have social support are less likely to discontinue exercise participation.</p> Conclusion <p>Social support is a protective factor for exercise adherence in women with fibromyalgia.</p>