Despite extensive studies suggesting increased susceptibility to HIV during the secretory phase of the menstrual cycle, the molecular mechanisms involved remain unclear. Our goal was to analyze transcriptomes of the endocervix and ectocervix during the proliferative and secretory phases using RNA sequencing to explore potential molecular signatures of susceptibility to HIV. We identified 202 differentially expressed genes (DEGs) between the proliferative and secretory phases of the cycle in the endocervix (adjusted p < 0.05). The biofunctions and pathways analysis of DEGs revealed that cellular assembly and epithelial barrier function in the proliferative phase and inflammatory response/cellular movement in the secretory phase were among the top biofunctions and pathways. The gene set enrichment analysis of ranked DEGs (score = log fold change/p value) in the endocervix and ectocervix revealed that (i) unstimulated/not activated immune cells gene sets positively correlated with the proliferative phase and negatively correlated with the secretory phase in both tissues, (ii) IFNγ and IFNα response gene sets positively correlated with the proliferative phase in the ectocervix, (iii) HIV restrictive Wnt/β-catenin signaling pathway negatively correlated with the secretory phase in the endocervix. Our data show menstrual cycle phase-associated changes in both endocervix and ectocervix, which may modulate susceptibility to HIV.