]I thought I was pregnant until I received my period so I guess my question is can you have a menstrual cycle while being pregnant?

Yes it is possible, it does happen to some people. While it is not quite common it is not rare either.

Have you taken an HPT? If so what were the results.

I am wondering why you thought you were pregnant. By this I mean were you trying, did you have symptoms?

The more info you can give, the better we can help.

And, welcome to AMHD, this place can be addictive. :D

Being a man I can't answer this firsthand but according to my wife and other women I know who speak from experience, the answer is yes.