Purpose: To investigate changes in self-reported physical fitness, performance, and side effects across the menstrual cycle (MC) phases among competitive endurance athletes and to describe their knowledge and communication with coaches about the MC. Methods: The responses of 140 participants (older than 18 y) competing in biathlon or cross-country skiing at the (inter)national level were analyzed. Data were collected via an online questionnaire addressing participants’ competitive level, training volume, MC history, physical fitness, and performance during the MC, MC-related side effects, and knowledge and communication with coaches about the MC and its effects on training and performance. Results: About 50% and 71% of participants reported improved and reduced fitness, respectively, during specific MC phases, while 42% and 49% reported improved and reduced performance, respectively. Most athletes reported their worst fitness (47%) and performance (30%) and the highest number of side effects during bleeding (P < .01; compared with all other phases). The phase following bleeding was considered the best phase for perceived fitness (24%, P < .01) and performance (18%, P < .01). Only 8% of participants reported having sufficient knowledge about the MC in relation to training, and 27% of participants communicated about it with their coach. Conclusions: A high proportion of athletes perceived distinct changes in fitness, performance, and side effects across the MC phases, with their worst perceived fitness and performance during the bleeding phase. Because most athletes indicate a lack of knowledge about the MC’s effect on training and performance and few communicate with coaches on the topic, the authors recommend that more time be devoted to educating athletes and coaches.