Females are often underrepresented in the scientific literature, but awareness of the need for female-specific research is increasing. Review articles have been published on the effects of the menstrual cycle on aspects of exercise performance and physiology, yet to date no research has reviewed the effect of menstrual cycle phase on dietary energy intake. Fluctuations in endogenous sex hormones across the menstrual cycle influence a range of physiological processes, including those involved in nutritional status. Observational research typically quantifies female athletes' nutritional intakes at a single time point; however, this may provide inaccurate information if dietary intake fluctuates across the menstrual cycle. Similarly, this may have implications for interventional research, where dietary intake is often poorly controlled or monitored. This review aimed to synthesize the published literature on dietary energy intakes of naturally menstruating females in various phases of the menstrual cycle. The review critiques the relevant literature in light of recent publications on good practice for female research, explores the impact of the menstrual cycle on energy intake, identifies gaps within the evidence base, and informs future research. Overall, energy intake appears to be lower in the follicular phase compared with the luteal phase, with a particular decrease in the days leading up to and including ovulation. The magnitude of these fluctuations is not yet clearly quantifiable and most likely varies, both between individuals, and from cycle to cycle. This review notes the lack of high-quality research investigating the energy intakes of females across the menstrual cycle, and the very limited data available for female athletes and others who undertake large amounts of physical activity. It also highlights the need for researchers to take into consideration anovulatory cycles and the potential effects of premenstrual disorders on dietary intake.