The Prophet ﷺ said, "Is it not the case that when she menstruates she does not pray nor fast? That is the deficiency in her religion."
قال النبي ﷺ: أليس إذا حاضت لم تصل ولم تصم؟ فذلك نقصان دينها.
Bukhari narrated it in the book of Fasting (1951), and Muslim in the book of Faith (80), through several routes, from Saeed bin Abu Maryam, who said, Muhammad bin Jafar told us, Zayd (that is, Ibn Aslam) told me, from Iyad (that is, Ibn Abdullah), from Abu Saeed Khudri, with this chain. The wording given is Bukhari's. It has already been mentioned at length in the book of Faith.