Although dyspareunia (pain during intercourse) is common in women with endometriosis, there is poor qualitative evidence describing women’s subjective experience of this symptom. This systematic review of qualitative research aimed to provide an in-depth exploration of women’s lived experience of dyspareunia (i.e., how they perceive and describe their pain, how they deal with it, how it affects their psychological health and intimate relationships). A total of 17 published articles were included. Our findings, derived from thematic analysis, highlighted that endometriosis-related dyspareunia manifests itself in multiple forms (deep, introital, and/or positional dyspareunia, at orgasm, during and/or after intercourse). Women use a variety of coping strategies to deal with sexual pain, such as interrupting or avoiding intercourse, enduring pain to seek pregnancy, and/or finding alternative ways to enjoy sexuality. Dyspareunia impairs women’s psychological health, especially in terms of poor self-esteem and sense of femininity and has negative consequences on intimate relationships. Unfortunately, both women and physicians are often reluctant to discuss sexual issues. Sexual health should be routinely assessed during counselling with endometriosis patients. Helping women find targeted strategies to enjoy sexuality despite endometriosis may significantly improve their psychological health and quality of life.