This study investigated girls' confidence to undertake menstrual management tasks at home and in school environments using cross-sectional data from a survey of 1,359 schoolgirls in Bangladesh. At home, 57% of girls reported they were ‘very confident’ undertaking tasks to manage their menstrual bleeding, while this figure was only 7% at school. We assessed personal, interpersonal and environmental contributors for each context. The use of sanitary pads was positively associated with confidence to manage menstruation at home, while other menstrual hygiene practices were unrelated. In multivariable models, features of sanitation facilities such as cleanliness and the presence of a bin were associated with increased confidence at home. At school, supportive policies, such providing permission to use the toilet when needed, were associated with greater confidence. Talking to a friend about menstruation was positively associated with confidence at school, while at home having discussed menstruation with parents predicted lower confidence. Findings provide quantitative support for the role of multiple independent predictors in girls' confidence to manage menstruation highlighted by qualitative studies. There is unlikely to be a single ‘silver bullet’ to improving menstrual experience.