This study was undertaken to elucidate possible relationships between menstrual cycle stage, neuroticism and behavioral and physiological responses to a cognitive challenge. The study investigated the differences between high neuroticism and low neuroticism groups across the menstrual cycle (luteal, menstrual and ovulatory stages). The Stroop color-naming task was used as a stressor. During the task, the galvanic skin response (GSR), heart rate (HR) and HR variability (HRV) were simultaneously recorded by a polygraph. The results showed a significant difference in reaction times (RT) on the Stroop task between the high- and low-neuroticism groups during menstruation. However, there were no significant RT differences between groups during the luteal or ovulatory cycle stages. The GSR of the high-neuroticism group during menstruation was significantly lower than it was in the luteal and ovulatory stages. Moreover, during menstruation, the cardiovascular responses (high-frequency HRV (HF) and low-frequency HRV (LF)) and accuracy on the Stroop task were positively correlated, while the correlations between HF, LF and the RT were negative. The results demonstrate that during menstruation, there were consistent variations in female behavior and physiology when facing a cognitive stressor. Specifically, the high-neuroticism group was more sensitive to the stressor than the low neuroticism group, with decreased reaction time on the Stroop task, and increased GSR and HRV.