All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu 'alyhi wa sallam, is His slave and Messenger.
Shaykh Ibn ‘Uthaymeen said: "No, she does not have to change her clothes as the state of menstruation does not affect the purity of the body; rather it is the menstrual blood itself that makes impure what it touches. This is why the Prophet, sallallaahu ‘alayhi wa sallam, ordered women to wash the spots that were stained with such blood on their clothing and then pray while wearing them."
Allaah Knows best.