No. You should not have penetrative vaginal sex while the menstrual cup is inserted. If you desire and feel that you want to be caressed on the outer part of your vagina (on the outside by the clitoris), it’s alright with a menstrual cup inserted. Don’t let your period or menstrual cup control your sexual desire. Vaginal sex works perfectly well during menstruation, but not with a menstrual cup inserted.