Insert a tampon or a menstrual cup before swimming. Though swimming can temporarily reduce your menstrual flow, it's not sanitary for you to go in the water with your friends without inserting a tampon or a menstrual cup first.If you're not comfortable with these items yet, you should try using them at home before you go swimming.hough some girls are nervous about swimming on their periods, you shouldn't let your menstrual cycle prevent you from enjoying a day at the beach or pool with your friends. In fact, getting some exercise while swimming with your period can help you reduce cramps and improve your mood.