Short‐term and working memory problems in dyslexia are well‐documented, but other memory domains have received little empirical scrutiny, despite some evidence to suggest that they might be impaired. Prospective memory is memory for delayed intentions, whilst retrospective memory relates to memory for personally experienced past events. To gain an understanding of subjective everyday memory experience, a self‐report measure designed to tap prospective and retrospective memory was administered to 28 adults with dyslexia and 26 IQ‐matched adults without dyslexia. Adults with dyslexia reported experiencing significantly more frequent problems with memory than the adults without dyslexia. Group differences were found across seven out of the eight questionnaire scales. Further to these analyses, the participants' own ratings were compared with proxy ratings provided by close associates. The perception of poorer memory abilities in the participants did not differ between respondent types. The self‐reported difficulties are, thus, unlikely to be the result of lowered self‐esteem or metacognitive awareness. More frequent difficulties with both types of memory would seem, therefore, to be experienced by adults with dyslexia in everyday life. Further laboratory‐based research is recommended to explore both memory domains in dyslexia and to identify the cognitive mechanisms by which these problems occur. Copyright © 2016 John Wiley & Sons, Ltd.