The provision of toilets and menstrual supplies has emerged as a promising programmatic strategy to support adolescent girls’ school attendance and performance in less developed countries. We use the first round of the Malawi Schooling and Adolescent Survey (MSAS) to examine the individual- and school-level factors associated with menstruation-related school absenteeism. The MSAS is a school-based longitudinal survey of adolescent students enrolled in coed public primary schools in the southern districts of Machinga and Balaka who were aged 14–16 in 2007. Although one-third of female students report missing at least one day of school at their last menstrual period, our data suggest that menstruation only accounts for a small proportion of all female absenteeism and does not create a gender gap in absenteeism. We find no evidence for school-level variance in menstruation-related absenteeism, suggesting that absenteeism is not sensitive to school environments. Rather, co-residence with a grandmother and spending time on school work at home reduce the odds of absence during the last menstrual period.