The simple rule: women's shoe size = men's shoe size + 1.5 in US sizing. So a men's 8 is a women's 9.5, a men's 9 is a women's 10.5, and so on.
This works because the actual shoe is the same physical object — a men's 8 sneaker and a women's 9.5 sneaker have identical interior length (about 26 cm). Only the size label differs.
Full chart: M6=W7.5, M7=W8.5, M8=W9.5, M9=W10.5, M10=W11.5, M11=W12.5, M12=W13.5.
Why does this matter? Many sneaker releases (Jordans, Yeezys, Dunks) drop in men's sizing only. If you're a women's 9.5, look for the men's 8. You'll get the same fit at often a lower price.
Width can differ: men's shoes are usually built on a wider last. If you have narrow feet, you may want to size down half a size or look for a 'B' width option.