OBJECTIVES: To assess and compare direct medical costs and medication compliance between patients with fibromyalgia who initiated duloxetine and patients with fibromyalgia who initiated pregabalin in 2008. METHODS: A retrospective cohort study design was used based on a large US national commercial claims database (2006 to 2009). Patients with fibromyalgia aged 18 to 64 who initiated duloxetine or pregabalin in 2008 and who had continuous health insurance 1 year preceding and 1 year following the initiation were selected into duloxetine cohort or pregabalin cohort based on their initiated agent. Medication compliance was measured by total supply days, medication possession ratio (MPR), and proportion of patients with MPR ≥ 0.8. Direct medical costs were measured by annual costs per patient and compared between the cohorts in the year following the initiation. Propensity score stratification and bootstrapping methods were used to adjust for distribution bias, as well as cross-cohort differences in demographic, clinical and economic characteristics, and medication history prior to the initiation. RESULTS: Both the duloxetine (n = 3,033) and pregabalin (n = 4,838) cohorts had a mean initiation age around 49 years, 89% were women. During the postindex year, compared to the pregabalin cohort, the duloxetine cohort had higher totally annual supply days (273.5 vs. 176.6, P < 0.05), higher MPR (0.7 vs. 0.5, P < 0.05), and more patients with MPR ≥ 0.8 (45.1% vs. 29.4%, P < 0.05). Further, relative to pregabalin cohort, duloxetine cohort had lower inpatient costs ($2,994.9 vs. $4,949.6, P < 0.05), lower outpatient costs ($8,259.6 vs. $10,312.2, P < 0.05), similar medication costs ($5,214.6 vs. $5,290.8, P > 0.05), and lower total medical costs ($16,469.1 vs. $20,552.6, P < 0.05) in the postinitiation year. CONCLUSIONS: In a real-world setting, patients with fibromyalgia who initiated duloxetine in 2008 had better medication compliance and consumed less inpatient, outpatient, and total medical costs than those who initiated pregabalin.