Understanding the effect of menstrual cycle on kinematics and kinetics of exercise performance is important in the sense that menstrual cycle disrupts the hormonal balance of athletes. Changes in hormonal balance might affect exercise performance, and thus might affect longitudinal adaptations which occur from training, and also with biomechanical changes which increase the likelihood of injury. Twelve well trained elite female athletes voluntarily participated in this study. Thirteen kinematic and kinetic variables were measured via force platform during a counter movement jump exercise. General linear model one way repeated measure (ANOVA) and paired sample t test were used to meet the objective of this study. Three variables namely peak power (p = 0.030), mean power (p = 0.010) and peak velocity (p = 0.016) were significantly differed (p < 0.05) across the three menstrual cycle phases, where a reduction was clearly observed during the menses phase. Based on the results, menses phase was detrimental to exercise performance that requires explosive power component for elite level athletes. Thus, training with aims and goals of developing explosive power adaptation is not recommended to be carried out by elite athletes during their menses, with change of strategy during competition is suggested when a decrease in explosive power output might impair related sports specific performance. As a conclusion, athletes’ menstrual cycle process should be monitored closely with training and competition for performance purposes.