Background/Objectives: Hormonal fluctuations during the menstrual cycle can affect glycemic control in women with type 1 diabetes (T1D), especially during the luteal phase, when increased insulin resistance may lead to prolonged hyperglycemia. Advanced Hybrid Closed-Loop (AHCL) systems could help manage these hormone-driven fluctuations. This study aimed to assess glycemic control across menstrual phases and explore the role of AHCL systems in counteracting the related glucose variability. Methods: A retrospective study was conducted including women with T1D and regular menstrual cycles (study group) and women on estroprogestin therapy (control group). Each group was subdivided by insulin delivery method (AHCL vs. non-AHCL). Glycemic metrics and insulin requirements were compared between the follicular and luteal phases, and between groups. Results: The study included 94 women (62 in the study group, 32 in the control group). In the study group, glycemic control worsened during the luteal phase, with increased average glucose, glycemic variability, and time above range > 250 mg/dL (+0.93%, p = 0.03) and reduced time in range 70–180 mg/dL. These changes were more pronounced among AHCL users, who also showed a significant increase in bolus insulin. No phase-related differences were observed in the control group or among non-AHCL users. Significantly higher insulin needs during the follicular phase were found in the study group compared with the controls. Conclusions: This study confirmed a worsening in glycemic control in women affected by T1D during the luteal phase of the menstrual cycle, suggesting a need for more tailored management. The clear efficacy of AHCL systems in counteracting hormone-related glycemic fluctuations has not been proved, highlighting the need for further research in larger, more homogeneous cohorts.