Cardiovascular disease is the leading cause of death in women. Pulmonary embolism (PE) is the third most-common cause of cardiovascular death, after myocardial infarction (MI) and stroke. We aimed to evaluate the attributes and outcomes of PE specifically in women and explore sex-based differences. We conducted a systematic review of the literature using electronic databases PubMed and Embase up to 1 April 2022 to identify studies investigating PE in women. Of the studies found, 93 studies met the eligibility criteria and were included. The risk of PE in older women (especially >40 years of age) superseded that of age-matched men, although the overall age- and sex-adjusted incidence of PE was found to be lower in women. Risk factors for PE in women included age, rheumatologic disorders, hormone replacement therapy or oral contraceptive pills, pregnancy and postpartum period, recent surgery, immobilization, trauma, increased body mass index, obesity, and heart failure. Regarding pregnancy, a relatively higher incidence of PE has been observed in the immediate postpartum period compared to the antenatal period. Women with PE tended to be older, presented more often with dyspnea, and were found to have higher NT-proBNP levels compared to men. No sex-based differences in in-hospital mortality and 30-day all-cause mortality were found. However, PE-related mortality was higher in women, particularly in hemodynamically stable patients. These differences form the basis of future research and outlets for reducing the incidence, morbidity, and mortality of PE in women.