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Background: The causal relationship between sex hormone-binding globulin (SHBG) and infertility has remained unclear. Thus, we used Mendelian randomization (MR) to investigate this relationship. Methods: Risk factors for SHBG were extracted from European individuals within the UK Biobank using single-nucleotide polymorphism (SNP) data. Summary-level data for infertility outcomes were obtained from the FinnGen dataset. The causal relationship between SHBG and infertility was examined using inverse variance weighted, weighted model, weighted median, and MR-Egger regression analyses. Additionally, Cochran's Q test and Egger intercept tests were used to confirm the heterogeneity and pleiotropy of identified instrumental variables (IVs). Results: Our findings revealed a significant negative association between sex hormone-binding globulin (SHBG) levels and infertility, particularly with anovulation, a specific form of female infertility. However, SHBG did not exert a causal impact on male infertility or on female infertility of tubal origin. Conclusions: SHBG expression offers protection against the development of certain types of female infertility, suggesting it is a potential therapeutic target for infertility. [ABSTRACT FROM AUTHOR]