Feynman integrals that have been evaluated in dimensional regularization can be written in terms of generalized hypergeometric functions. It is well known that properties of these functions are revealed in the framework of intersection theory. We propose a new application of intersection theory to construct a coaction on generalized hypergeometric functions. When applied to dimensionally regularized Feynman integrals, this coaction reproduces the coaction on multiple polylogarithms order by order in the parameter of dimensional regularization.