Past research has found menstrual-cycle-related changes in functional immune response; we examined if sexual activity also changed markers of immune defense. We followed 32 naturally cycling women (15 sexually active with a partner ≥ 1 time/week, 17 sexually abstinent for the last four months) over one menstrual cycle. Participants provided serum and saliva samples at menses and ovulation, and additional saliva samples at midfollicular and midluteal phases. At each phase, participants also self-reported symptoms associated with colds, flu, pain, menstrual discomfort, and premenstrual syndrome. We tested saliva and serum for ability to kill Escherichia coli or Candida albicans, and serum for complement protein activity. For serum-mediated pathogen killing, among sexually active women only, there was a significant midcycle decrease in killing of E. coli. For saliva-mediated pathogen killing, among abstinent women only, there was a significant midcycle decrease in killing of E. coli, and midcycle increase in killing of C. albicans. Sexually active women had significantly lower complement activity than abstinent women overall. Finally, both groups reported lower physical symptoms at midcycle and higher symptoms at menses. There may be important differences in immune function between healthy women who are sexually active versus abstinent. Further replication is warranted.