Objective: To study whether the menstrual cycle has a circaseptan (7 days) rhythm and whether it is associated with the lunar cycle (also defined as the synodic month, it is the cycle of the phases of the Moon as seen from Earth, averaging 29.5 days in length). Design: Cross-sectional study. Subjects: A total of 35,940 European and North American women aged 18-40 years. Exposure: Data were collected in real-life conditions. Intervention: No intervention was performed. Main Outcome Measure: The onset of menstruation was assessed in prospectively measured menstrual cycles (311,064 cycles) over 3 full years (2019-2021). Associations were calculated between the onset of menstruation and the day of the week, and between the onset of menstruation and the lunar phase. Results: In this large data set, a circaseptan (7-day) rhythmicity of menstruation was observed, with a peak (acrophase) of menstrual onset on Thursdays and Fridays. This circaseptan rhythm was observed in every age group, in every phase of the lunar cycle, and in all seasons. This feature was most pronounced for cycle durations between 27 and 29 days. In winter, the circaseptan rhythm was found in cycles of 27-29 days, but not in other cycle lengths. A circalunar rhythm was also statistically significant, but not as clearly defined as the circaseptan rhythm. The peak (acrophase) of the circalunar rhythm of menstrual onset varied according to the season. In addition, there was a small but statistically significant interaction between the circaseptan rhythm and the lunar cycle. Conclusion: Although relatively small in amplitude, the weekly rhythm of menstruation was statistically significant. Menstruation occurs more often on Thursdays and Fridays than on other days of the week. This is particularly true for women whose cycles last between 27 and 29 days. Circalunar rhythmicity was also statistically significant. However, it is less pronounced than the weekly rhythm.