Throughout history, women have faced numerous threats during pregnancy, some of which can be mitigated by a strong social network. Consequently, women may demonstrate behavioral changes that bolster their social support network during pregnancy and in the luteal phase of the menstrual cycle. We examined whether women's explicit desire to affiliate varied across menstrual cycle phases and was associated with within-woman fluctuations in progesterone and estradiol. Supporting our hypotheses, women demonstrated increased desire to affiliate in the luteal phase of the cycle, and this increase was especially pronounced for affiliation with close others. Moreover, desire to affiliate indeed tended to be positively associated with within-woman fluctuations in progesterone, although the negative association between women's desire to affiliate and within-woman fluctuations in estradiol was more robust across analyses. This research links women's explicit desire for social connection to endocrinological processes across the menstrual cycle and, more broadly, to recurrent challenges faced by pregnant women throughout evolutionary history.