Copaxone is immunosuppressive agent, in group IFN b (if that means anything). However, typical for IFN b are some adverse reactions, these are fever, chills, myalgias, leukopenia, and liver enzyme elevations, some even depression. These are most common. However, some IFN b patients experience irregularities in menstrual cycles. So, yes, copaxone might affect your menstrual cycles.