Aim Variations in sex hormone levels during the menstrual cycle may affect neuromuscular performance and the risk of sustaining musculoskeletal injury in women. The aim of this study was to investigate mRNA and protein levels for sex steroid hormone receptors in skeletal muscle in three distinct phases of the menstrual cycle. Methods Fifteen, healthy women with regular menstrual cycles participated in the study. Muscle biopsies from the vastus lateralis were obtained in three hormonally verified phases of the menstrual cycle for each individual, that is the follicular phase, the ovulatory phase and the luteal phase. mRNA and protein levels of oestrogen (ERα and ERβ), progesterone (PR) and androgen (AR) receptors were analysed. Results There was an overall significant variation in mRNA and protein levels of ERα and PR across the menstrual cycle. mRNA and protein levels of ERα were highest in the follicular phase when oestradiol levels were low, whereas protein levels of PR were highest in the luteal phase when progesterone levels were high. mRNA levels of PR were highest in the ovulatory phase. No significant variation in AR levels was detected across the menstrual cycle. ERβ levels were very low in all three phases of the menstrual cycle. Conclusion Significant variations in mRNA and protein levels of ERα and PR were detected in skeletal muscle during three confirmed phases of the menstrual cycle. These results may have an impact on effects of muscular training and sports injuries in women.