The menstrual flow resuits due to breakdown of endometrial lining of the uterus and its blood vessels which forms liquid that comes out through vagina. Menstruation only occurs it the released ovum is not fertilised. During pregnancy, all events of the menstrual cycle stop and the corpus luteum secretes large amounts of progesterone which is essential for the maintenance of the endometrium. These changes lead to no menstruation, during pregnancy.