Few studies have reported that human papillomavirus (HPV) tests using menstrual blood (MB) may be a convenient and effective screening modality for cervical cancer. Therefore, we aimed to investigate the efficacy of detecting high-risk (HR)-HPV from MB in women with high-grade squamous intraepithelial lesions or HR-HPV infections dependent on menstrual days. In this prospective exploratory pilot study, a clinical trial was conducted in 19 women. On enrollment into the study, gynecologists collected cervical cells. On the first and second day of menstruation, MB was self-collected by patients using a sanitary pad with a filter. The distribution of HPVs from MB and the accuracy of menstrual HR-HPV tests were evaluated using HPV genotyping. The agreement rate of detecting HR-HPVs using cervical and MB samples was also investigated. The sensitivity, specificity, positive and negative predictive values of the MB HR-HPV test for detecting cervical intraepithelial neoplasia (CIN) 3 or worse were 87.5%, 45.5%, 53.8%, and 83.3%, respectively, during both menstrual cycle day (MCD) 1 and 2 and MCD 1 only; and 62.5%, 27.3%, 38.5%, and 50.0%, respectively, during MCD 2 only. For CIN 3 or worse, the agreement rate between positive cervical and MB HR-HPV test results was 87.5% during MCD 1 and 62.5% during MCD 2. We demonstrated the possibility of using the MB HPV test as a screening modality for cervical cancer.