Introduction: Primary dysmenorrhea (PD) is one of the most common gynecological pathologies in women. The aim was to determine the differences in coping with PD in women who practice high-intensity sport, compared to women who are less physically active. Methods: This was a cross-sectional observational study. A total of 476 women were recruited and administered a Google Form multiple-choice questionnaire divided into six sections. The following scales were used: Numerical Pain Rating Scale (NPRS), Pain Catastrophizing Scale (PCS), Menstruation-related Quality of Life Questionnaire (MQOL-22), Tampa Scale for Kinesiophobia (TSK), and Borg scale. Results: The 389 participants meeting the inclusion criteria were divided into three groups according to their score in Borg test: high-intensity physical activity group (n = 178), moderate-intensity physical activity group (n = 101), and low-intensity physical activity group (n = 110) for those scoring under 4. ANOVA analysis showed statistical significance only for PCS (p = 0.024). Tukey group per group comparison determined differences between high-intensity physical activity group and low-intensity physical activity group regarding PCS (p = 0.018). Spearman correlation analysis showed a high relation between PCS and NPRS (r = 0.664) and between MQOL-22 and NPRS (r = −0.562). Conclusion: The intensity of the exercise training does not influence PD-related pain perception nor kinesiophobia. High-intensity exercise reduces catastrophizing when compared with sedentary or low-intensity exercise. Level of catastrophizing is highly related with perceived pain and quality of life in menstruation in these PD patients.

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