The Intra-Uterine Device (IUD) is an effective method of contraception, but in Bangladesh is associated with high levels of discontinuation within the first year. This study involved data collection from a retrospective cohort of women who had an IUD inserted 12 months earlier. In the cohort, 330 women were interviewed to identify factors associated with discontinuation. Later, 20 women, of the 103 who reported discontinuing because of excessive menstrual bleeding, were interviewed again and in depth about these issues. Of 330 women who had an IUD inserted, 47.3% had discontinued use one year post-insertion. In univariate and multivariate analyses, IUD discontinuation was strongly associated with side-effects (heavier periods; abdominal pain) and spousal factors (not discussing IUD with husband pre-insertion), but not with service delivery factors. In-depth interviews with women who reported excessive blood loss as the main reason for discontinuation found a doubling of both menstrual days and blood loss after IUD insertion. In Bangladesh, women cannot pray, have sexual intercourse, perform household tasks or participate in community activities during menstruation. Thus, women with menstrual side-effects faced serious physical, social and psychological challenges that made continuation difficult. Among those who discontinued, spouses were generally unsupportive and sometimes abusive, particularly when not involved in the decision to use the IUD.