Problem Female sex workers (FSWs) are at higher risk of acquiring HIV. Interestingly, some FSWs who are highly exposed remain seronegative for HIV (HESN). This natural resistance to HIV infection has been attributed to an immune quiescence (IQ) phenotype. Our study investigates how the menstrual cycle phases (follicular and luteal) impact the immune responses in Kenyan FSWs.Methods This is a part of the Longitudinal Assessment of Mucosal Immune Quiescence study (LAMIQ), 48 FSWs not living with HIV and not using hormonal contraception were followed for a menstrual cycle and divided into two groups based on duration of sex work: New Negative (NN) with 3 years or less and HESN with at least 7 years of involvement in sex work. We obtained blood and cervicovaginal samples and measured sex hormone, cytokine, and chemokine levels, and blood and endocervical T-cell and NK-cell phenotypes.Results We observed differences in how the immune response of NN and HESN responds to sex hormones. Indeed, the level of mucosal Annexin A3 measured was higher during the luteal phase in HESN, which was not observed in NN. HESN exhibited a higher CD39 expression on their Treg during the luteal phase, while maintaining CTLA-4 expression compared to NN. Furthermore, in HESN, NK cell activation varied across the menstrual cycle phases. They had a higher expression of NKG2D and an increase in the cluster of CD95+ HLA-DR+ NK cells during the follicular phase. This suggests stronger innate immune activation in HESN during the follicular phase of the menstrual cycle.Conclusion Our data indicate that, in HESN, there is a modulation of the immune response based on the menstrual cycle, which potentially limits the availability of HIV target cells at the female genital tract during the luteal phase of the menstrual cycle (window of susceptibility).