Background Dysmenorrhea is a common problem that affects female students’ quality of life and academic activities. Complementary and alternative therapies (CATs) are used for the treatment of dysmenorrhea. This study investigated the practices and perceptions of female undergraduate students with dysmenorrhea towards CATs. Methods This was a cross-sectional study conducted among undergraduate pharmacy students in a public university in Malaysia using a validated and pre-tested self-administered questionnaire. The study was conducted in November and December 2019. The data was analysed using descriptive and inferential statistical tests. Results Of the 318 female undergraduate students invited, 219 completed the questionnaire (response rate: 68.9%) with 52% aged between 21 and 23 years. The prevalence of dysmenorrhea was 72.1%, and the prevalence of ever-use and current use of CATs was 70.3 and 54.4%, respectively. Bed rest (71.5%), hot compress/heating pad (47.5%) and massage (43.0%) were the most common CATs used by the respondents. The most common reasons for using CAT were to reduce the need for analgesics (61.4%), efficacy (37.3%) and recommendation by others (32.9%). About 23 and 9% of the respondents believed that CATs were equally “effective” and “more effective” than analgesics, respectively. Reducing the need for analgesics (AOR: 4.066, 95% CI: 2.136–7.739) and those who agreed that CATs are effective (AOR: 2.701, 95% CI: 1.337–5.457) were independently associated with the current use CATs for the treatment of menstrual pain. Conclusion The prevalence of ever-use and current use of CATs is high among female undergraduate pharmacy students. Bed rest and heat applications are the most common CATs used. Reducing the need for analgesics and efficacy are the factors associated with the current use of CATs. Students should be educated about the safe and effective use of CATs to reduce adverse effects and improve their quality of life.