When asked if she had a stomach ache, Fu responded: "It's because my period came yesterday, so I felt particularly tired - but this isn't an excuse, I still didn't swim well enough."
The Olympian, who made the comments on Sunday, has been winning praise for her candidness - especially in China, where even basic information on tampons isn't readily available.
A Cotton Inc survey revealed that only two per cent of Chinese women use tampons compared to 33 per cent of Australian women.
The survey said that many women hadn't even heard of them before, let alone know how to use them.
Fu's honesty prompted discussion amongst many Chinese nationals.
One Weibo user said: "Someone accused Fu of lying, asking how she could have gone in the water on her period. Chinese people have prejudices about tampons - as a woman over 30, I'd been ignorant, and full of fear, about tampons until now too."
Another wrote: "I really admire Fu Yuanhui, for swimming while she was on her period - women can be affected during their periods, especially with period pain ... she felt guilty for coming fourth, but Fu Yuanhui we're still very proud of you."
While another commented: "The first athlete that admitted she is on her period."
Fu has been delighting Chinese TV audiences with her hilarious post-race interviews, since her clueless medal win.
Her latest admission has seen her win even more respect and praise.
RIO'S BIGGEST SOCIAL MEDIA STAR
THE social media star of these Games in the world's most populous country is women's backstroker Fu Yuanhui.
Fu has been delighting Chinese TV audiences with her cluelessly hilarious post-race interviews.
The 20-year-old first jumped to stardom at last year's world swimming championships in Russia when she won gold in the 50m backstroke. They don't compete over that distance at the Olympics, so Fu's aim in Rio was to improve on the eighth-placed finish in the 100m backstroke she recorded in London 2012.
That looked unlikely after the heats, as Fu qualified ninth fastest for the semi-finals. But she dropped more than a second off her heat time in the semis to finish third and qualify for the final.
Interviewed poolside by a Chinese broadcaster, Fu was blown away when the reporter informed her she'd actually broken the 59 second barrier. "58.95?! I thought I did 59 seconds! Wow! Am I so fast? I am very pleased!" she said.
Reporter: "Did you somehow reserve your energy?"
Fu: "No no, not at all ... I've been utilising prehistoric powers. This is my best score ever!"
According to shanghaiist.com, Fu's reaction became the most popular topic on Chinese microblogging service Weibo and inspired imitations among China's 1.3 billion population, including one from well-known Chinese actor Jia Nailiang. Fu's personal following on Weibo quickly climbed towards two million.
"She is my goddess," one Chinese follower wrote. "Everyone will love her after seeing the interview."
But she wasn't finished there. The following night Fu lined up alongside Australian duo Emily Seebohm and Madison Wilson in the final.
Swimming in lane three, Fu went quicker again to touch the wall in a dead heat for third behind Hungarian winner Katinka Hosszu and American's Kathleen Baker.
But as she trudged over to the same broadcaster for another interview, Rio's new sweetheart believed Canada's Kylie Masse had beaten her home.
She appeared to fight back tears as she spoke with resignation about her Olympic experience, but attempted to look on the bright side saying, "even though I didn't win a medal ...".
"But you got a medal, you are third," the reporter interjected.
Fu: "Huh? What?! Third?"
Reporter: "You didn't know? You came in third!"
Fu: "I did not know (looks around with puzzled look). Well (smiling), then I think that's not bad at all!"
That's right Fu, not bad at all.
- Jai Bednall in Rio