How to Have Sex During Your Period. Sex during your period can deliver amazing sensations (even more amazing than the normal ones, believe it or not). Throw in sex (or not) and things get even more heated. Some women find period sex is the only thing that gives them any kind of reliable relief. I'm a huge advocate for period sex. First and foremost because menstruating women (at least, a lot of us) tend to be are—how do I put this.