We capitalized on the respiratory bodily illusion that we discovered in a previous study and called 'Embreathment' where we showed that breathing modulates corporeal awareness in men. Despite the relevance of the issue, no such studies are available in women. To bridge this gap, we tested whether the synchronization of avatar-participant respiration patterns influenced females' bodily awareness. We collected cardiac and respiratory interoceptive measures, administered body (dis)satisfaction questionnaires, and tracked participants' menstrual cycles via a mobile app. Our approach allowed us to characterize the 'Embreathment' illusion in women, and explore the relationships between menstrual cycle, interoception and body image. We found that breathing was as crucial as visual appearance in eliciting feelings of ownership and held greater significance than any other cue with respect to body agency in both women and men. Moreover, a positive correlation between menstrual cycle days and body image concerns, and a negative correlation between interoceptive sensibility and body dissatisfaction were found, confirming that women's body dissatisfaction arises during the last days of menstrual cycle and is associated with interoception. These findings have potential implications for corporeal awareness alterations in clinical conditions like eating disorders and schizophrenia.