This study evaluated the associations between inattention, impulsivity, and attention deficit hyperactivity disorder (ADHD) in women with premenstrual dysphoric disorder (PMDD) across the menstrual cycle. This study enrolled 58 women with PMDD and 50 controls. Symptoms were assessed using the Attention and Performance Self-Assessment Scale and the Dickman Impulsivity Inventory during the pre-ovulatory (PO), mid-luteal (ML), and late luteal (LL) phases of the menstrual cycle. The chi-square analysis revealed a significant association between ADHD and PMDD. Women with PMDD experienced a greater increase in scores of prospective everyday memory problems and difficulties maintaining focused attention from the PO phase to LL phase than the controls; in addition, they had higher scores in dysfunctional impulsivity during the LL phase than the controls. Among women in the PMDD group, those with ADHD had higher scores in prospective everyday memory problems and dysfunctional impulsivity during the PO and ML phases than those without ADHD. Women in the PMDD group without ADHD had a greater increase in scores of prospective everyday memory problems, difficulties maintaining focused attention, and dysfunctional impulsivity from the PO phase to the LL phase than the controls. Our study demonstrated that women with PMDD were more likely to have comorbid ADHD and higher levels of inattention across the menstrual cycle. PMDD was associated with increased impulsivity during the LL phase, independent of ADHD, but it was not associated with a persistent elevation of impulsivity. Furthermore, PMDD women with comorbid ADHD experienced higher inattention and impulsivity during the PO and ML phases than those without it. Thus, ADHD comorbidity should be assessed when assessing or intervening in the symptoms of inattention and impulsivity in women with PMDD.