The etiology of premenstrual disorders, including premenstrual syndrome (PMS) and premenstrual dysphoric disorders (PMDD), is not well understood. In the current study, the relationship between self-focused attention (SFA) and premenstrual disorders was examined to explore the hypothesis that women with premenstrual disorders tend to respond to symptoms in a maladaptive manner. Based on retrospective report, clinical interview, and 30-day prospective recording of premenstrual symptoms, women (N = 52) were categorized as meeting criteria for premenstrual disorders (PMD; n = 24) or not (controls; n = 28). Key findings indicated that women with premenstrual disorders reported greater use of SFA in response to negative affect elicited by laboratory tasks than controls, despite no significant differences in change in negative affect between the two groups. Women with premenstrual disorders also reported greater trait levels of SFA and maladaptive coping styles compared to controls. Women with premenstrual disorders may tend to respond to menstrual cycle changes using increased levels of SFA. The interaction between psychological and physiological menstrual cycle-related changes may lead to increased distress and impairment. Implications for psychological contributions to premenstrual distress and disorders are discussed.