It is often observed that married women have a later age of natural menopause (ANM) than unmarried women; however, the reason for this association is unknown. We test an original hypothesis that sexual frequency acts as a bio-behavioural mediator between marital status and ANM. We hypothesize that there is a trade-off between continued ovulation and menopause based on the woman's chances of becoming pregnant. If a woman is sexually inactive, then pregnancy is impossible, and continued investment in ovulation would not be adaptive. In addition, we test an existing hypothesis that the observed relationship is because of the exposure to male pheromones. Data from 2936 women were drawn from 11 waves of the Study of Women's Health Across the Nation, which is a longitudinal study conducted in the United States. Using time-varying Cox regression, we found no evidence for the pheromone hypothesis. However, we did observe that women who reported to have sex weekly during the study period were 28% less likely to experience menopause than women who had sex less than monthly. This is an indication that ANM may be somewhat facultative in response to the likelihood of pregnancy.