Male bed bugs pierce females through the body wall and inseminate directly into the body cavity. It has previously been shown that such traumatic insemination carries costs for females, and sexual conflict regarding the mode of insemination should thus propel male–female coevolution. Since males accumulate sexually antagonistic adaptations, females should evolve counter–adaptations that efficiently abate the costs to females of sexual interactions. Yet, unambiguous experimental evidence for female counter–adaptations is lacking. In bed bugs, the spermalege (a highly modified region of the abdomen where the male usually pierces the female) may represent a female counter-adaptation. We assess the female costs of traumatic insemination by varying the rate of insemination on the one hand, and the rate and mode of piercing trauma to females on the other. Our results show that female mating costs are not extreme––elevated mating rate shortened female lifespan but had no significant effect on lifetime egg production. More importantly, additional abdominal piercing in the spermalege had no effect on females whereas even a very low rate of such piercing outside the spermalege reduced female lifetime egg production by 50%. Thus, females are well counter–adapted to the intrusive mode of insemination exhibited by male bed bugs and the costs of elevated mating are comparable with those in other insects, as predicted by theory. We therefore demonstrate that the spermalege efficiently reduces the direct costs of piercing trauma to females, and hence provide experimental evidence for a female counter–adaptation to a sexually antagonistic male trait.