When coherent light passes through a multiply scattering medium, it travels through many different paths which interfere and produce a grainy pattern called speckle. Coherent backscattering (CBS) is the phenomenon where these paths come in pairs, and every path has a time-reversed counterpart. Consequently, a two-fold enhancement of the light intensity in the backscattering direction is observed after disorder averaging, owing to the constructive interference of these reciprocal paths. The robustness of CBS with classical light has been demonstrated in a wide variety of scattering systems. However, the question of whether this coherent phenomenon can survive with non-classical states of light, and more specifically entangled photon states, has yet to be addressed. In this work, we report on the observation of CBS of spatially entangled photon pairs. We experimentally study the quantum correlations between pairs of entangled photons which backscatter from a dynamically changing random medium. We discover that even after disorder averaging, the photon pairs remain correlated, unveiling a new feature of two-photon speckle. We further perform a theoretical and numerical analysis of the phenomenon to identify the fundamental scattering processes at the origin of the two-photon correlation, and reveal that the experimentally observed results are universal.