<b><i>Objective:</i></b> To evaluate the relationship between the inflammatory profile and mood states in the different phases of the menstrual cycle in soccer players with and without premenstrual syndrome (PMS). <b><i>Methods:</i></b> Data on the menstrual cycle and mood states were collected using the Daily Symptom Report and the Brunel Mood Scale. Cytokine and stress hormone concentrations were measured in urine by flow cytometry before and after a game in the luteal phase and in the follicular phase of one menstrual cycle. <b><i>Results:</i></b> In all, 59.6% of the athletes had PMS. The PMS group showed higher concentrations of interleukin (IL)-1β, IL-6, and IL-8 than the athletes without PMS. After the game, IL-6 decreased in the follicular phase and the luteal phase. The tumor necrosis factor-α levels were higher in the group without PMS during the post-game follicular phase than before the game. In the PMS group, tension was higher in the follicular phase before the game and depression was higher in the pre-game luteal phase than in the group without PMS. The PMS group also presented a negative correlation between depression and IL-10 levels in the pre-game follicular phase. Finally, in the pre-game luteal phase were found positive correlations between growth hormone and IL-10. <b><i>Conclusion:</i></b> PMS influences the inflammatory condition related to mood states and stress hormones in female soccer players.