At present there is no conclusive evidence that participation in exercise affects menstruation and is equivocal and unclear whether menstrualtion affects athletic performance. An attempt has therefore been made in this paper to discuss the effects of menstruation on exercise performance and vice versa. The paper reviewed that women experiencing pre-menstrual syndrome will not likely perform well and that menstrual irregularity is much higher in athletes than sedentary women. The paper also reviewed that athletes reach menarche later than sedentary sisters. The review concluded that competing women experiencing premenstrual syndrome might get control over their menstruation through medically recommended low dose oral contraceptive. The paper recommended that athletes experiencing menstrual irregularities and disturbances should seek medical consultation and management before further training.