The World Health Organization recommends pre-exposure prophylaxis (PrEP) for all populations at substantial risk of HIV infection, including women. However, data regarding PrEP interest among women is lacking, particularly in Europe. Factors associated with interest in using PrEP were assessed among women respondents to the Flash! PrEP in Europe (FPIE) survey. This community-based cross-sectional study, conducted in 12 European countries, aimed to assess PrEP knowledge and interest. “High objective risk” (HOR) was assessed using established risk criteria following EACS and CDC guidelines. Factors associated with interest in using PrEP were assessed in univariable and multivariable logistic regression models. Among 678 women, 12.5% (n = 85) were considered at HOR, 46.8% (n = 317) indicated prior PrEP knowledge and 18.0% (n = 122) reported interest in using PrEP. Among women at HOR, 40.0% (n = 34) were interested in PrEP. Factors significantly associated with PrEP interest in the final multivariable model were: younger age (18–29 years) (aOR 1.91[95CI: 1.07; 3.41]), bad self-perceived financial status (1.84[1.09; 3.11]), migrant status (south to north) (2.87[1.05; 7.89]), single or dating relationship status (1.93[1.23; 3.03]), sexual abuse history (1.86[1.17; 2.97]), “rather high”/ “high” self-perceived HIV risk (3.21[1.32; 7.81]), and HOR (2.49[1.42; 4.35]). These results show that women at HOR and those who perceived themselves to be at high risk are interested in using PrEP. There is a critical need for targeted information and improved access to PrEP to increase uptake of this HIV prevention tool to meet PrEP interest among women.