Currently, it's not classified as auto-immune. Right now, its thought to be a neurological condition, a malfunction in how the brain processes pain signals. Nerve stimulation that would normally be filtered out is instead registered as pain (or at least that's my simple understanding). It's not thought to be degenerative (though a lot of fibro sufferers would argue that).
There's still a lot we don't understand about this disease, so I wouldn't be super surprised if researchers eventually decide it is auto-immune or something similar.
Someone else probably knows more about this.