Pelvic Floor Muscle Training (PFMT) is the first primary solution to improve urinary incontinence (UI) symptoms, but many challenges stems from certain PFMT-related practices. Exploring PFMT experience will help to increase treatment satisfaction, enjoyment, and empowerment. Hence, the aim of this study was to investigate the experience of pelvic floor muscle training (PFMT) in Italian people with UI. A qualitative semi-structured interview study was conducted. The interviews’ transcriptions were analysed using a constructionist epistemology lens and adopting the “Reflexive Thematic Analysis”. Sixteen Italian participants (Women N = 10, Men = 6) with UI who experienced PFMT were interviewed. Four themes were generated: (1) ‘Learn to Control the Unconscious Consciously’ as participants learned to control continence through active exercises; (2) ‘Starting PFMT, Changing Mind’ as they realised they can have an active role in managing their condition; (3) ‘Into the unknown intimacy’, as they bridged the gap in their (mis)understanding of the pelvic floor area, overcoming the discomfort linked to intimacy; (4) The Importance of Not Being Alone in this Process’, as the participants emphasised the paramount role of the physiotherapists in the healing process. To conclude, in people with UI, PFMT enhanced pelvic floor knowledge and understanding, fostering awareness, positive mindset, and symptom relief. The physiotherapist's pivotal role as an educator and empathetic guide in exercise programs, along with a preference for active exercises. Overall, our results proved that PFMT has positive consequences in people’s beliefs and mindset about and in the management of UI.