There are fewer females than males diagnosed with autism, but autistic females are said to be under-identified and underrepresented in the existing diagnostic and service systems. The gender discrepancy may potentially be attributed to the lack of accurate understanding of autistic females and their needs. Emerging research has begun to document the experiences of autistic women in Western countries, but their experience in Eastern cultures is almost unknown. This study aimed to investigate the lived experience of autistic women in Hong Kong. Thirteen formally diagnosed or self-diagnosed autistic women completed semi-structured interviews, discussing how they identified with autism, their diagnostic experience, and their understanding of autism. Results based on thematic analysis revealed Hong Kong autistic women commonly experienced emotional problems and encountered autistic models on the way they came to identify with autism, despite often being dismissed by families and professionals. They found an autism diagnosis or identity meaningful to their self-understanding. Societal misunderstanding toward autism had a great impact on their self-identity as an autistic female. Findings can inform improved services for autistic women in Hong Kong and provide insights to enhance understanding of autism in Chinese culture.