Urinary incontinence is a common problem among women of reproductive age. The objectives of this study were to measure the prevalence of urinary incontinence and the association with quality of life, psychological distress and self-esteem in Saudi women in the city of Riyadh. A questionnaire-based cross-sectional study was conducted in primary healthcare centers with Saudi women aged between 30 and 75 years. The questionnaire consisted of Urinary Distress Inventory, Incontinence Impact Questionnaire, Kessler Psychological Distress Scale, Rosenberg Self-esteem Scale, and the Female Sexual Function Index. Around 47.5% of women were suffering from urinary incontinence. The most common type of incontinence was stress (79%), followed by urge (72%) and mixed type (51%). Multivariate logistic regression analysis found that stress (5.83 (3.1, 11.1)), urge (3.41 (2.0, 5.8)), mixed (8.71 (3.4, 22.4)) incontinence and severe urinary distress (8.11 (5.2, 12.7)) were associated with impaired quality of life. Women suffering from stress and urge incontinence were twice (2.0 (1.3, 2.2)) as likely of reporting moderate/severe mental distress. Women suffering from urge incontinence (1.92 (1.4, 2.7)) and severe urinary distress (1.74 (1.1, 2.8)) were at a higher prevalence of reporting low self-esteem. Urinary incontinence affects the physical, psychological, social, and sexual health of women. Healthcare providers should be knowledgeable about the adverse consequences of UI on women’s personal and social life, and provide counseling and treatment accordingly.