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Background/Objectives: Fibromyalgia is increasingly viewed as a disorder of central sensitization, involving altered nociceptive processing and dysregulated stress and affective neural systems. Evidence supports shared neurobiological mechanisms linking chronic pain, emotional distress, and affect regulation, including corticolimbic and hypothalamic–pituitary–adrenal axis alterations. However, predictive models evaluating psychological distress as markers of these brain-based processes remain scarce. This study aimed to internally validate a preliminary model of fibromyalgia diagnosis using self-reported distress indicators as proxies of central dysregulation. Methods: A case-control design study with 180 participants was performed. Medically diagnosed fibromyalgia cases were recruited via a pain facility or referrals, alongside geographically matched controls from the general population. Psychological variables were conceptualized as neurobehavioral indicators reflecting central sensitization and stress-system dysregulation. Predictors were selected using LASSO penalized regression with 10-fold cross-validation. Retained variables were re-estimated using logistic regression. Model performance was evaluated through Nagelkerke’s pseudo-R2, a likelihood ratio test, and area under the curve (AUC). Internal validation was conducted via 1000-bootstrap resampling with calibration-slope-based shrinkage. Results: The final model included global psychological distress, positive affect, sex, and age (R2=0.359, with good discrimination [AUC = 0.81; optimism-corrected AUC ≈ 0.79]). Higher distress and age were associated with increased odds of fibromyalgia. Conclusions: Self-reported psychological distress, particularly global distress and reduced positive affect, combined with sex and age, showed internal validity in predicting fibromyalgia diagnosis. These findings support the hypothesis that behavioral markers of emotional dysregulation may reflect underlying central sensitization and stress-system alterations implicated in chronic pain. Future research integrating psychological measures with neuroimaging and neuroendocrine markers may further clarify the neural mechanisms linking affective dysregulation and chronic pain vulnerability.