Purpose: The aim of this study was to compare the initial request for sexual consultation with the final diagnosis and to evaluate the limits of the active andrological anamnesis concerning unclassified male sexual dysfunction. Methods: In this 12-year observational retrospective study, we collected data from patients referring to an andrological outpatient clinic, evaluating the requests, perceptions, needs, and self-diagnosis at their first visit and comparing them with the final diagnosis reached after a complete clinical, laboratory, and instrumental investigation. Results: A total of 11,200 patients were evaluated. The main request of andrological consultation was erectile dysfunction (ED) (52%), followed by premature ejaculation (PE) (28%), and low sexual desire (11.5%). Among the patients seeking help for ED, about 30% were ultimately found to have a different type of dysfunction and 24% were diagnosed with an “unmet need”, which included issues not present in the current nosography nonetheless affecting sexual and relational life. Among the patients referring for PE, the final diagnosis was lifelong PE for the large majority of them, regardless of whether initially they thought to have an acquired form. Several of those who sought consultation for acquired PE were frequently found to be able to compensate for lifelong PE by a subsequent coitus or were able to induce orgasm in the partner with different modalities. Among the patients referring for low sexual desire, only 57.5% were confirmed to have it; 23% had ED and 18.5% showed a raised threshold of penile sensitivity. Conclusions: The results of this study show that the reason for consultation is frequently misleading and raise the relevance of being aware of the so-called “unmet needs” and to discuss with the patient and the couple to explore the sexual history behind the self-diagnosis. These findings also suggest the need to expand the current taxonomy of male sexual dysfunctions.