Genome-wide association (GWA) studies have identified 19 independent common risk loci for endometriosis. Most of the GWA variants are non-coding and the genes responsible for the association signals have not been identified. Herein, we aimed to assess the potential role of protein-modifying variants in endometriosis using exome-array genotyping in 7164 cases and 21005 controls, and a replication set of 1840 cases and 129016 controls of European ancestry. Results in the discovery sample identified significant evidence for association with coding variants in single-variant (rs1801232-CUBN) and gene-level (CIITA and PARP4) meta-analyses, but these did not survive replication. In the combined analysis, there was genome-wide significant evidence for rs13394619 (P = 2.3 × 10^-9) in GREB1 at 2p25.1 - a locus previously identified in a GWA meta-analysis of European and Japanese samples. Despite sufficient power, our results did not identify any protein-modifying variants (MAF > 0.01) with moderate or large effect sizes in endometriosis, although these variants may exist in non-European populations or in high-risk families. The results suggest continued discovery efforts should focus on genotyping large numbers of surgically-confirmed endometriosis cases and controls, and/or sequencing high-risk families to identify novel rare variants to provide greater insights into the molecular pathogenesis of the disease.