The human circadian system responds to light as low as 30 photopic lux. Furthermore, recent evidence shows that there are huge individual differences in light sensitivity, which may help to explain why some people are more susceptible to sleep and circadian disruption than others. The biological mechanisms underlying the differences in light sensitivity remain largely unknown. A key variable of interest in understanding these individual differences in light sensitivity is biological sex. It is possible that in humans, males and females differ in their sensitivity to light, but the evidence is inconclusive. This is in part due to the historic exclusion of women in biomedical research. Hormonal fluctuations across the menstrual cycle in women has often been cited as a confound by researchers. Attitudes, however, are changing with funding and publication agencies advocating for more inclusive research frameworks and mandating that women and minorities participate in scientific research studies. In this article, we distill the existing knowledge regarding the relationship between light and the menstrual cycle. There is some evidence of a relationship between light and the menstrual cycle, but the nature of this relationship seems dependent on the timing of the light source (sunlight, moonlight, and electric light at night). Light sensitivity may be influenced by biological sex and menstrual phase but there might not be any effect at all. To better understand the relationship between light, the circadian system, and the menstrual cycle, future research needs to be designed thoughtfully, conducted rigorously, and reported transparently.