Our study aimed to combine psychological and physical factors to explore the impact of the menstrual cycle on performance in elite academy women soccer players through weekly monitoring. Eighteen elite academy women soccer players were monitored. Players reported daily through an online anonymous survey if they were in menstruation. Players answered the Hooper Questionnaire daily, performed an Illinois Agility Test (IAT) twice a week, and rated their perceived exertion (RPE) after every training session. Tests were associated with a complete menstrual cycle reported through the online anonymous survey to determine the two weeks of the follicular phase and the two weeks of the luteal phase. Of the 18 players, 10 completed all requirements and were retained for analyses. IAT did not show significant differences throughout the menstrual cycle (p = 0.633). Fatigue (p = 0.444), Stress (p = 0.868), Sleep (p = 0.398), DOMS (delayed onset muscle soreness; p = 0.725), and Hooper Index (p = 0.403) did not show significant differences either. RPE was also comparable across the cycle (p = 0.846). Our results failed to demonstrate that hormonal variation during the menstrual cycle influenced psychological and physical markers of performance.