One thing for any cyclist to note is that if you ride seriously, you must eat seriously. Eating seriously means eating lots of the right stuff!
Women have a higher propensity to store body fat, so often try to avoid high-fat foods and to restrict their caloric intake in sports where excess fat can be a disadvantage. However, there are several things to be wary of.
Be aware of the amount of protein in your diet. After an exertion, muscle tissue is damaged and new muscle is generated (generally a bit more than was lost). This, however, requires a great deal of protein -- for endurance athletes, over twice as much as the usual 0.9 grams per kilogram of body weight per day. Fatigue, anemia, and a reduction in aerobic capacity can result from a low-protein diet in women cyclists.
Leaving out calories, while it is successful in eliminating body fat, can cause disruption in menstruation (amenorrhea). When your body's energy intake relative to your calorie consumption is inadequate to safely support a pregnancy, or are falling too quickly, menstruation becomes irregular or stops.
Similarly, after a particularly brutal exertion, such as a triathalon, the period can come two weeks early, with your body having the same effect of preventing an unsafe pregnancy in mind. This is normal for athletes, and isn't anything to be concerned about in itself, merely aware of.
On average, 19% of your energy while cycling comes from fats, the rest from carbohydrates. Since body fat can be undesirable, and carbohydrate reserves are limited to 2000-3000 calories, using fat for more of your energy would be great. Caffeine does just that, increasing the fat use from 19% to 40% of the energy requirements. Riding farther from your anaerobic threshold (ie, taking it easier) will also have this effect. Read more about these fat-burning properties of coffee.
Iron deficiency can be another problem if your body needs 3,000 calories but you eat only 2,000 to keep your weight down. Food typically contains 5 milligrams of iron per 1000 calories, and you need every bit to regenerate hemoglobin and such. Many women athletes need the iron from 3,000 calories but receive only 10 mg daily, or less and in less absorbable forms in typical vegetarian diets.
More calories and red meat can make up the deficit, but these are not popular solutions. Not without consulting a doctor, try eating high-iron foods in combination with vitamin C or orange juice, cooking in iron skillets with acidic tomato sauce, and avoiding foods which hinder iron absorption such as wheat bran, tea, antacids, and calcium phosphate supplements. Your doctor may also recommend iron supplements such as ferrous sulphate or ferrous gluconate.
In addition to foods high is cholesterol, saturated fats, or animal proteins such as meat, liver and eggs, try consuming a fair dose of spinach, raisins, turnip tops, beet greens, whole wheat bread, and molasses. Vitamin B12 provides cobalt, necessary in the absorption of iron. Zinc, another factor in iron absorption, is found in iron-rich foods, particularly leafy vegetables, herring, and maple syrup. Finally, a similar story to iron deficiency exists with copper, which is found in the same foods.