The endometrium, which is the lining of the uterus, becomes thickened in anticipation of a fertilized egg every month. If one does not implant itself in the endometrium, then the lining is sloughed off by the process of menstruation. The uterus contracts to expel the endometrium; therefore, after menstruation, the lining is thin as the uterus prepares for the new cycle.
Because the endometrium builds up between menstrual cycles and then sheds during menstruation,making it thin just after menstruation ends. The decrease of estrogen can also cause this.