<p>Adopting a gender-sensitive lens, the management of female athletes’ menstrual cycles in training has emerged as a critical concern for the evidence-based advancement of competitive sport. Grounded in social support theory, the health belief model, and gender socialization theory, this study develops a chained path model that delineates the following sequence: coach cognition → communication attitude → supportive behavior → athlete perception → psychological response. Using paired coach–athlete survey data (<i>N</i> = 744) and employing structural equation modeling, the analysis systematically examines the path mechanisms and their moderating effects. The findings indicate that coaches’ knowledge of the menstrual cycle substantially improves their communication attitudes, which, in turn, foster supportive behaviors. When recognized by athletes, these behaviors significantly enhance psychological safety and training satisfaction. Moreover, the structural path coefficients are stronger for female coaches and for coaches who have received formal training in menstrual-cycle management. Beyond its practical implications for cultivating gender-responsive training environments, this study contributes to theoretical discourse in gender studies by elucidating the interplay among bodily experience, communication practices, and power relations, thereby underscoring the distinctive interactional dynamics of gendered training contexts.</p>