This study aims to determine the variability of the components of fitness along the menstrual cycle (MC) of physically active eumenorrheic women. Fifteen subjects were monitored along two consecutive MCs through the calendar-based counting method in combination with a urine luteinizing hormone surge kit. Subjects were tested at the early follicular phase (EFP), pre-ovulatory or late follicular phase (LFP), and post-ovulatory or mid-luteal phase (MLP). In each session, the back squat one-repetition maximum (1-RM), maximum fat oxidation (MFO), maximum oxygen uptake (VO2max) and acute recovery capacity were determined. The results revealed a wide variability among components of fitness and a low to high variability among subjects (acute recovery: 3.6% [range 1.5 to 9.5%]; back squat 1-RM: 6.1% [range 2.2 to 11%]; VO2max: 6.6% [range 1.1 to 15%]; MFO: 23% [range 4.6 to 35%]). Despite the individual nature, considering the number and magnitude of the responses in each MC phase, VO2max and acute recovery capacity tended to be enhanced at the LFP, the MFO at the MLP, and the back squat 1-RM remained stable along the MC. Thus, practitioners are aware of which components are susceptible to change along the MC phase, but an individual monitoring is recommended.