How many women have had anal sex? Is it possible for a woman to enjoy it and even orgasm from it? Or do women just have anal sex because. For some women, like me, anal sex can be a mind-blowing addition to the bedroom. I've never had an orgasm based on anal sex alone, but it's been a welcome. I personally don't see why it would be because as far as I'm aware there are no pleasure zones inside a woman's anus but does anyone want to offer first hand.