Many women will skip their workout sessions when they have their period, but in reality there is absolutely no need to do so, while there are some things everyone needs to keep in mind.
Less cramps and less irritability coupled with having a fitness continuity are more than enough reason to exercise.
In addition, the level of estrogen and progesterone is lower, which is why women can burn calories more effectively than when estrogen is high and fat takes longer to be broken down.
In other words, ladies can benefit more from high intensity interval training when on their period.
Finally, keep in mind that lifting heavy weights is not recommended because the internal sex organs are larger/swollen while menstruating. Stick to cardio, such as running or cycling, as well as interval training without weights or with weights lighter than usual.