ABSTRACT This paper addressed the identity work of female exercisers during menstruation. Specifically, we considered (a) behavioural expectations attached to the sport and exercise role identity during menstruation, (b) menstruation as a discreditable stigma, and (c) the impression management strategies that exercisers put in place to successfully enact the desired sport and exercise role identity during menstruation. Data were generated via 30 semi-structured interviews with female exercisers from diverse ethnic groups. Interviews were audio-recorded, transcribed, and analysed using phronetic iterative analysis. Data were interpreted through symbolic interactionist and dramaturgical theorisations of identity, impression management, and stigma. Our analysis highlighted the importance of the sport and exercise role identity, which was reflected in the time and money that the participants invested in their sport and exercise engagement. We illustrated that, during menstruation, behavioural expectations determined the participants’ hidden management of menstrual symptoms to ensure the successful enactment of their desired sport and exercise role identity. This was because menstruation represented a discreditable stigma, a blemish that had to be hidden away from the view of others. Our participants therefore implemented impression management strategies including the use of props (e.g. pain relief), and management of their appearance (e.g. clothing, hair, makeup), manner (e.g. a stoic expression), and staging (e.g. standing at the back of an exercise class) to help with the enactment of their sport and exercise role identity. We believe this study makes a substantial contribution to the literature addressing menstruation within sport and exercise by unpacking the norms and expectations associated with menstruation. In turn, this study is giving voice to the unique needs and experiences of menstruating exercises and with this, contributes to normalising conversations about menstruation and its impact on menstruators’ daily lives.