We recently discovered the first known menstruating rodent. With the exception of four bats and the elephant shrew, the common spiny mouse (Acomys cahirinus) is the only species outside the primate order to exhibit menses. There are few widely accepted theories on why menstruation developed as the preferred reproductive strategy of these select mammals, all of which reference the evolution of spontaneous decidualisation prior to menstrual shedding. Though menstruating species share several reproductive traits, there has been no identifiable feature unique to menstruating species. Such a feature might suggest why spontaneous decidualisation, and thus menstruation, evolved in these species. We propose that a ≥3-fold increase in progesterone during the luteal phase of the reproductive cycle is a unique characteristic linking menstruating species. We discuss spontaneous decidualisation as a consequence of high progesterone, and the potential role of prolactin in screening for defective embryos in these species to aid in minimising implantation of abnormal embryos. We further explore the possible impact of nutrition in selecting species to undergo spontaneous decidualisation and subsequent menstruation. We summarise the current knowledge of menstruation, discuss current pre-clinical models of menstruation and how the spiny mouse may benefit advancing our understanding of this rare biological phenomenon.