While the study, published in the journal Royal Society Open Science, didn't look at the reason for the link, the researchers said that the physical cues of sex may signal to the body that there is a possibility of getting pregnant.
But for women who aren't having sex frequently in midlife, an earlier menopause may make more biological sense, the study said.
"The findings of our study suggest that if a woman is not having sex, and there is no chance of pregnancy, then the body 'chooses' not to invest in ovulation, as it would be pointless," said study researcher Megan Arnot from University College London in the US.
"There may be a biological energetic trade-off between investing energy into ovulation and investing elsewhere, such as keeping active by looking after grandchildren," Arnot added.
During ovulation, the woman's immune function is impaired, making the body more susceptible to disease, the study said.
Given a pregnancy is unlikely due to a lack of sexual activity, then it would not be beneficial to allocate energy to a costly process, especially if there is the option to invest resources into existing kin.
The research is based on data collected from 2,936 women, recruited as the baseline cohort for the SWAN study in 1996/1997.
The women were asked to respond to several questions, including whether they had engaged in sex with their partner in the past six months, the frequency of sex including whether they engaged in sexual intercourse, oral sex, sexual touching or caressing in the last six months and whether they had engaged in self-stimulation in the past six months.
The most frequent pattern of sexual activity was weekly (64 per cent).
Interviews were carried out over a ten-year follow-up period, during which 1,324 (45 per cent) of the 2,936 women experienced a natural menopause at an average age of 52.
By modelling the relationship between sexual frequency and the age of natural menopause, women of any age who had sex weekly had a hazard ratio of 0.72, whereas women of any age who had sex monthly had a hazard ratio of 0.81.
This provided a likelihood whereby women of any age who had sex weekly were 28 per cent less likely to experience the menopause compared to those who had sex less than monthly.
Likewise, those who had sex monthly were 19 per cent less likely to experience menopause at any given age compared to those who had sex less than monthly.
The study also tested whether living with a male partner affected menopause as a proxy to test whether exposure to male pheromones delayed menopause.
The researchers found no correlation, regardless of whether the male was present in the household or not.
( With inputs from IANS )