The aim of this study was to assess the effect of a program of supervised pelvic floor muscle training (PFMT) on sexual function, in a group of women with urodynamically diagnosed stress urinary incontinence (SUI), using a validated questionnaire. Incontinence episodes frequency and continence pads used per week were measured before and after treatment using a 7-day bladder diary. Improvements in sexual function were assessed using the Female Sexual Function Index (FSFI). Seventy women completed the 12-month program of supervised PFMT successfully. At the end of the study, incontinence episode frequency decreased by 38.1%, and patients required 39% less pads per week. All domains of the FSFI were also significantly improved with median total FSFI scores increasing from 20.3 to 26.8. This is one of the few studies to quantify, using a validated questionnaire, the improvement in sexual function of women with SUI, undergoing successfully a 12-month supervised PFMT program.