The present study investigated the neural correlates of attentional deficits in fibromyalgia through an Oddball Dual Task and an Emotional Stroop Task, both performed during EEG recordings. Thirty female participants were recruited, being divided into two groups: a group of patients with fibromyalgia (FM, n = 15, Mage = 51.87, SDage = 7.12) and a healthy control group (HC, n = 15, Mage = 46.13, SDage = 8.41). In the Emotional Stroop Task, the behavioural results showed that patients with FM had less hits and longer times reactions than healthy controls. These results were consistent with those obtained with our Event-related Potential (ERP) methodology, which evidenced that patients with FM had higher frontal latencies in the P200 time-window compared to healthy controls. Regarding the Oddball Dual Task, we found that patients with FM had lower P300 amplitudes than healthy participants. Moreover, we found that rare stimuli elicited higher P300 amplitudes than frequent stimuli for healthy controls, but this comparison was non-significant for patients with FM. Taken together, our results suggest that fibromyalgia may be associated to a reduced processing speed, along to reduced neural resources to process stimuli, mainly in distinguishing relevant (rare) and irrelevant (frequent) stimuli according to the goals of the task. Altogether, our results seem to support the hypothesis of generalized attentional deficits in FM.