Endometriosis (EMT) is a chronic inflammatory disease characterized by the presence and growth of endometrial-like glandular epithelial and stromal cells outside the uterus. Natural Killer (NK) cell dysfunction/exhaustion has been shown in patients with EMT. In this case-control study, we compared the frequency of exhausted PD-1 or TIM-3 positive NK cells in peripheral blood (PB) and peritoneal fluid (PF) of women with advanced endometriosis to control fertile women. PB and PF were collected from women aged 25–40 who underwent the laparoscopic procedure, including 13 stages III/IV endometriosis and 13 control samples. Multicolor flowcytometry was used to compare the frequency of PD-1 or TIM-3 positive NK (CD3−CD56+) cells in PB and PF of two groups. We demonstrated a higher percentage of PD-1+ NK cells in the peritoneal fluid of patients with endometriosis rather than controls (P-value = 0.039). This significance was related to stage IV of endometriosis (P-value = 0.047). We can not show any significant difference in the number of PD-1 or TIM-3 positive NK cells in peripheral blood. Our results suggest a local exhausted NK cell response in endometriosis that can be a leading factor in the endometriosis pathogenesis.