Olfactory communication plays an important role in the regulation of socio-sexual interactions in mammals. There is growing evidence that both human and nonhuman primates rely on odors to inform their mating decisions. Nevertheless, studies of primate chemical ecology remain scarce due to the difficulty of obtaining and analyzing samples. We analyzed 67 urine samples from five captive female Japanese macaques (Macaca fuscata) and 30 vaginal swabs from three of these females using gas chromatography–mass spectrometry and examined the relationship between odor (compounds identified, richness, intensity, and diversity) and female identity as well as cycle phase. We found a total of 36 urine compounds of which we identified 31, and 68 vaginal compounds of which we identified 37. Our results suggest that urine and vaginal odor varied more between individuals than within cycle phases. However, we found that within a female cycle, urine samples from similar phases may cluster more than samples from different phases. Our results suggest that female odor may encode information about identity (vaginal and urine odor) and reproductive status (urine odor). The question of how conspecifics use female urine and vaginal odor remains open and could be tested using bioassays. Our results and their interpretation are constrained by our limited sample size and our study design. Nonetheless, our study provides insight into the potential signaling role of female odor in sexual communication in Japanese macaques and contributes to our understanding of how odors may influence mating strategies in primates.