Diagnostic delay (DD) is associated with poor radiological and quality of life outcomes in axial spondyloarthritis (ax-SpA) and ankylosing spondylitis (AS). The female (F) population is often misdiagnosed, as classification criteria were previously studied mostly in males (M). We conducted a systematic review to investigate (i) the difference in DD between the sexes, the impact of HLA*B27 and clinical and social factors (work and education) on this gap, and (ii) the possible influence of the year of publication (before and after the 2009 ASAS classification criteria), geographical region (Europe and Israel vs. extra-European countries), sample sources (mono-center vs. multi-center studies), and world bank (WB) economic class on DD in both sexes. We searched, in PubMed and Embase, studies that reported the mean or median DD or the statistical difference in DD between sexes, adding a manual search. Starting from 399 publications, we selected 26 studies (17 from PubMed and Embase, 9 from manual search) that were successively evaluated with the modified Newcastle–Ottawa Scale (m-NOS). The mean DD of 16 high-quality (m-NOS > 4/8) studies, pooled with random-effects meta-analysis, produces results higher in F (1.48, 95% CI 0.83–2.14, p < 0.0001) but with significant results at the second analysis only in articles published before the 2009 ASAS classification criteria (0.95, 95% CI 0.05–1.85, p < 0.0001) and in extra-European countries (3.16, 95% CI 2.11–4.22, p < 0.05). With limited evidence, some studies suggest that DD in F might be positively influenced by HLA*B27 positivity, peripheral involvement, and social factors.