Emotions have long been discussed in conjunction with the autonomic nervous system. Most research on emotion-autonomic linkages does not consider sex differences or an evident underlying mechanism for sex differences: menstrual cycle phase. Further, most research is limited to cross-sectional and laboratory studies. The degree to which emotion-autonomic associations manifest in everyday life may be different and may vary by sex and, for women, by menstrual cycle phase. This study employs the ambulatory monitoring of cardiovascular measures (e.g., heart rate and heart rate variability; HRV) and concurrent emotional states (e.g., sadness, stress, anxiety, anger, and happiness) in everyday life to better characterize emotion-autonomic associations as a function of sex and menstrual cycle phase. Participants (N = 174; 87 female) ages 18 to 46 (31.23 +/- 6.49) were monitored over a 5-day observation period (one 2- and one 3-day session), using an ambulatory 24-hour electrocardiogram to monitor heart rate and ecological momentary assessment to record emotions every ~30 min. Women were monitored in both the early to mid-follicular and -luteal phases and men in two comparably distanced sessions. Multilevel models indicated that across sex, negative emotions and happiness were associated with elevated heart rate. Relative to men, women exhibited an elevated heart rate and reduced HRV during reports of anger. For women, during the luteal phase, but not follicular phase, momentary sadness, stress, and anxiety predicted increased heart rate and reduced HRV. These findings demonstrate the importance of considering sex and menstrual cycle phase in research investigating emotion-autonomic linkages.