Although blood still remains the most commonly utilized medium to detect increased levels of oxidative damage induced by exercise, saliva diagnostics have gained increasing popularity due to their non-invasive nature and athlete-friendly collection process. Given that the contribution of various phases of the menstrual cycle to the levels of oxidative damage may differ, the aim of this study was to evaluate an agreement between salivary and plasmatic levels of lipid peroxidation products in female swimmers in both the follicular (F) and luteal (L) phases of the menstrual cycle at rest and following exercise. Twelve well-trained female swimmers aged 19.6 ± 1.1 years old were examined. We measured diene conjugates (DCs), triene conjugates (TCs), and Schiff bases (SBs) in lipids immediately after their extraction from both saliva and blood plasma. All female swimmers were studied two times each, in the two different phases of one menstrual cycle, before and after high-intensity interval exercise (HIIE). Salivary and plasmatic levels of DCs, TCs, and SBs significantly increased post-exercise compared to pre-exercise, in both the F and L phases. A high positive correlation was observed between the concentrations of DCs, TCs, and SBs in the saliva and blood plasma of participants in the F and L phases, both at rest and following HIIE. Ordinary least products regression analysis indicates that there was no proportional and differential bias in the data. The Bland-Altman method also declares that there was no differential bias, since the line of equality was within the 95% confidence interval of the mean difference between salivary and plasmatic levels of DCs, TCs, and SBs in female swimmers, in both the F and L phases, before and after HIIE. There was also no proportional bias in the Bland-Altman plots. Thus, this is the first study to report a high agreement between the quantifications of DCs, TCs, and SBs in the saliva and blood plasma of female swimmers in both the F and L phases, at rest and following HIIE.