Investigating the relationship between cyclooxygenase-2 (COX-2) pathway-related factors and clinical features in patients with adenomyosis by proteomics could provide potential therapeutic targets. This study recruited 40 patients undergoing surgical hysterectomy and pathological diagnosis of adenomyosis, collected ectopic endometrial specimens, and recorded clinical data. The expression levels of COX-2 in ectopic uterus lesions were detected using the immunohistochemical (IHC) SP method. The 40 samples were then divided into a COX-2 low or high expression group. Five samples with the most typical expression levels were selected from each of the two groups and the differential proteins between the two groups were identified using label-free quantitative proteomics. WW domain-binding protein 2 (WBP2), interferon induced transmembrane protein 3 (IFITM3), and secreted frizzled-related protein 4 (SFRP4) were selected for further verification, and their relationships with COX-2 and clinical characteristics were analyzed. There were statistically significant differences in the expression of WBP2, IFITM3, and SFRP4 between the COX-2 low and high expression groups (P < 0.01). The expressions of COX-2, IFITM3, and SFRP4 were significantly correlated with dysmenorrhea between the two groups (P < 0.05), but not with uterine size or menstrual volume (P > 0.05). However, there was no significant correlation between the expression of WBP2 and dysmenorrhea, uterine size, and menstruation volume in both the high expression and low expression groups (P > 0.05). COX-2, IFITM3, SFRP4, and WBP2 may be involved in the pathogenesis of adenomyosis. COX-2, IFITM3, and SFRP4 may serve as potential molecular biomarkers or therapeutic targets in dysmenorrhea in patients with early adenomyosis.