How chronic pain affects brain functions remains unclear. As a potential indicator, brain complexity estimated by entropy-based methods may be helpful for revealing the underlying neurophysiological mechanism of chronic pain. In this study, complexity features with multiple time scales and spectral features were extracted from resting-state magnetoencephalographic signals of 156 female participants with/without primary dysmenorrhea (PDM) during pain-free state. Revealed by multiscale sample entropy (MSE), PDM patients (PDMs) exhibited loss of brain complexity in regions associated with sensory, affective, and evaluative components of pain, including sensorimotor, limbic, and salience networks. Significant correlations between MSE values and psychological states (depression and anxiety) were found in PDMs, which may indicate specific nonlinear disturbances in limbic and default mode network circuits after long-term menstrual pain. These findings suggest that MSE is an important measure of brain complexity and is potentially applicable to future diagnosis of chronic pain.