Fibromyalgia (FM) is a prevalent and multifactorial condition requiring pharmacological and non-pharmacological interventions for its management. Coenzyme Q10 (CoQ10), magnesium, and tryptophan are associated with FM symptoms, but their combined effects in this condition are poorly understood. The objective of the study was to assess the effects of CoQ10, tryptophan, and magnesium supplementation in patients with FM. This single-center, randomized, double-blind, placebo-controlled, two-period, two-sequence crossover study included adult patients diagnosed with FM for at least two years. The study comprised two periods of three months each, and a one-month washout period between them. Participants were randomized to receive the dietary supplement or placebo. The primary endpoint was the change in the item fatigue of the combined index of fibromyalgia impact in patients (ICAF). Secondary outcomes included changes in the remaining ICAF factors and items and in the total score. Of 110 enrolled patients, 89 (mean age: 51.0 years; 96.6% women) completed the study. Most participants (94.4%) were on pharmacological treatment for FM. Fatigue improved significantly in the placebo group, with a non-significant reduction in the dietary supplement group. Pain intensity significantly decreased in both groups, while sleep quality and functional impact showed a significant reduction in the dietary supplement group. The ICAF total score improved significantly after 3 months of receiving the dietary supplement. Adverse events (n = 35) were mild and homogenously distributed between groups. The dietary supplement was efficacious in improving physical aspects of FM, including pain, sleep quality, and impact, and showed good tolerability.