Another type of sexual behavior that can be considered involuntary to a certain extent is sexual fantasy. While some people can consciously control sexual fantasies and their content, others cannot; in some cases, the fantasies themselves become so intense that they control or influence an individual's behavior. Not everyone has sexual fantasies, but researchers generally agree that both men and women have them.

Sexual fantasies sometimes have a positive function, providing a safe rehearsal for people who have never had sex (for example, if the opportunity for sex itself is important to adolescents, they can imagine through sexual fantasies what the other person might do or say), or provide a safe way to experience sexual situations without actually having to do it.

Sexual fantasies can be daydreams that allow oneself a temporary escape from the demands of real life. They can also increase sexual arousal before and during masturbation or sex. Sexual fantasies also act as a safety valve for understanding questions, doubts, and guilt about sexual behavior.

Sexual fantasies may appear through planned imagination, or they may arise from sudden thoughts; they may or may not be related to specific sexual stimulation.

The content of sexual fantasies is diverse and often includes various imaginary behaviors, sexual partners, or situations that have never been experienced before. Some men said that if given the chance, they might try to experience more unusual sexual fantasies (such as sadomasochism), but most women said that they would not want to live out such highly unusual fantasies. One can be the "director" of these sexual fantasies, as it were, and can give each "story" a satisfying ending or end it if the fantasies become disturbing.

Some people repeat the same sexual fantasy over and over again (perhaps they know that the same fantasy can increase sexual excitement, or lift the sexual plateau to climax), while others often fantasize about different content (perhaps the novelty makes them more excited).