Background Epidural analgesia (EA) is a type of central nerve block achieved by injecting a local anesthetic near the pain-transmitting nerves. It is commonly used to relieve pain during labor. The intensity of pain experienced and the effectiveness of pain relief can affect a woman's labor and delivery experience. Labor pain is a long-lasting and debilitating pain that women experience; therefore, pain relief techniques have become widely available. However, not all women are willing to use EA for pain relief. The factors that influence women's choices regarding EA should be explored. This study aimed to comprehend women's perspectives on EA in Riyadh and clarify the variables influencing their decision-making. Methodology A total of 336 women in their reproductive years participated in this study. An online questionnaire with five sections was used to collect data. The socio-demographic information in the first section covered age, level of education, occupation, income, marital status, pregnancy, maternity, and prenatal care. The second section focused on how painful labor was for women who had already given birth. The third and fourth sections discussed labor pain relief techniques, including epidural anesthesia. The final section assessed the participant's interest in receiving EA during the next delivery. Socio-demographic data were considered to be a predictor, whereas awareness levels and a desire to receive EA were seen as results. The information was cleaned, coded, and entered into SPSS version 29 (IBM Corp., Armonk, NY, USA). The results are presented as frequencies and percentages. A Likert scale was used for data analysis. Statistical significance was established at p-values <0.05. Results In total, 336 Saudi women were included in this study, 86% of whom were between the ages of 30 and 35 years, and 69% of whom had a university education. One-third of the women (32%) had a monthly income of 10,000 to 20,000 SAR, and 55% of them had experienced three or more pregnancies. Fear of pain was the main reason for using epidural anesthesia in more than half of the participants given the choice. The most reinforcing factor was obtaining proper and sufficient information about EA, while the most restrictive factor was the fear of harming the infant. In particular, women aged 30-35 years (i.e., most of the included women) were commonly influenced by negative factors. Marital status and educational level played no significant role in women's use of EA. Conclusions Saudi women showed a good attitude toward EA. However, the awareness of EA was quite low. Fear of labor pain appeared to be the main reason for using EA. Health education programs on EA can increase the knowledge of and intent to use EA among women.