4828 women were included in the final analytic sample. Factor analysis indicated a one-factor model representing heavy menstrual bleeding. In the pooled analytic sample, 2344 (48·6%) of 4828 women were classified as experiencing heavy menstrual bleeding, and the prevalence was lowest in Dakar (126 [38·3%] of 329 women) and Kampala (158 [38·4%] of 411 women) and highest in Kathmandu (326 [77·6%] of 420 women). Experiencing heavy menstrual bleeding was significantly associated with feeling tired or short of breath during the menstrual period (risk ratio 4·12 (95% CI 3·45 to 4·94) and reporting worse self-rated physical health (adjusted odds ratio 1·27, 95% CI 1·08 to 1·51) but was not associated with subjective wellbeing (β –3·34, 95% CI –7·04 to 0·37).