Subjective and objective sleep changes occur during the menstrual cycle. Poorer sleep quality in the premenstrual phase and menstruation is common in women with premenstrual symptoms or painful menstrual cramps. There is increased sleep spindle activity from follicular to luteal phase, potentially progesterone related. Luteal phase changes also include blunted temperature rhythm amplitude and reduced rapid eye movement sleep. Women with polycystic ovary syndrome should be screened for sleep disordered breathing. Short sleep duration is associated with irregular menstrual cycles, which may impact reproductive health. Menstrual cycle phase and menstrual-related disorders should be considered when assessing women’s sleep complaints.