Sleep and circadian rhythms are altered in association with the hormonal changes in the menstrual cycle and in the presence of menstrual-associated disorders. The magnitude of the effect varies, particularly for self-reported sleep quality, which worsens in some, but not all, women when premenstrual symptoms emerge. Importantly, women with polycystic ovary syndrome (PCOS) have an increased risk for sleep-disordered breathing (SDB), which should be treated to mitigate health impacts. Potential menstrual cycle variability in sleep quality, as well as upper airway resistance, should be considered when evaluating reproductive-age women. For research purposes, the impact of the menstrual cycle phase should be kept in mind when data are collected and, ideally, the phase should be documented. When comparing women with men, women of reproductive age should be studied in the early-mid follicular phase before there is potential influence from ovarian hormones.