Menstrual cycles (periods) stop with the onset of pregnancy. A fertilized egg attaches to the inside of the womb to the endometrial lining. Hormones change to make an environment for a growing baby and allows the mother to lactate (have milk). The womb is sealed at the cervix with a mucus plug. IF... a woman had a menstrual cycle while pregnant the endometrial lining and fertilized egg or embryo would be flushed from the body. There can be implantation bleeding in the first weeks of pregnancy or there could be bleeding from OTHER causes that would require medical attention later in pregnancy, but it is not possible for a woman to have a menstrual cycle during pregnancy.