Despite equal prevalence of male- and female-factor infertility, women tend to experience a disproportionate amount of infertility-related psychological strain. Distress while attempting to conceive can have adverse effects, including decreasing one’s chances of achieving pregnancy. Adaptive coping strategies have been shown to mitigate distress experienced by women utilizing assisted reproductive technologies (ART) to conceive. However, no research has examined patterns of daily distress and coping across the menstrual cycle among infertile women attempting to conceive naturally. The current prospective study aimed to identify the menstrual cycle phase associated with the greatest infertility-related distress, as well as identify coping strategies that helped reduce the distress associated with that cycle phase. Twenty-nine reproductive-age women (18-45 years), struggling to conceive naturally for at least 12 months, were included in the study. Every three days for one menstrual cycle (approximately one to two months), participants completed a short battery of questionnaires assessing mood, coping, and infertility distress. Multilevel modeling was used to examine the effect of menstrual cycle phase on daily infertility distress scores, as well as the interaction between cycle phase and daily coping strategy on daily distress. No overall effect of cycle phase on daily distress was found, although specific coping strategies were found to be adaptive and maladaptive depending on cycle phase. These results can be used to inform the development of randomized controlled trials examining the causal relationship between coping technique and distress, thereby providing useful information for optimizing emotional wellbeing in infertile women.