Objectives: Develop the Markov Index Load State (MILS) model, based on hidden Markov chains, to assess athletes’ workload responses and investigate the effects of menstrual cycle (MC)/oral contraception (OC), sex steroids hormones and wellness on elite athletes’ training. Methods On a 7-month longitudinal follow-up, daily training (volume and perceived effort, n=2200) and wellness (reported sleep quality and quantity, fitness, mood, menstrual symptoms, n=2509) data were collected from 24 female rowers and skiers preparing for the Olympics. 51 MC and 54 OC full cycles relying on 214 salivary hormone samples were analysed. MC/OC cycles were normalised, converted in % from 0% (first bleeding/pill withdrawal day) to 100% (end). Results: MILS identified three chronic workload response states: ‘easy’, ‘moderate’ and ‘hard’. A cyclic training response linked to MC or OC (95% CI) was observed, primarily related to progesterone level (p=8.23e-03 and 5.72e-03 for the easy and hard state, respectively). MC athletes predominantly exhibited the ‘easy’ state during the cycle’s first half (8%–53%), transitioning to the ‘hard’ state post-estimated ovulation (63%–96%). OC users had an increased ‘hard’ state (4%–32%) during pill withdrawal, transitioning to ‘easy’ (50%–60%) when on the pill. Wellness metrics influenced the training load response: better sleep quality (p=5.20e-04), mood (p=8.94e-06) and fitness (p=6.29e-03) increased the likelihood of the ‘easy’ state. Menstrual symptoms increased the ‘hard’ state probability (p=5.92e-02). Conclusion: The MILS model, leveraging hidden Markov chains, effectively analyses cumulative training load responses. The model identified cyclic training responses linked to MC/OC in elite female athletes.