Progesterone was widely used in France during the 1980s and 1990s to prevent preterm birth until some published cases of cholestasis suddenly stopped its prescription. Since then, multiple randomized controlled trials have emerged and demonstrated the efficiency of the treatment but also its safety at low doses. In order to clarify its indications, we performed a current literature review. We analyzed literature data according to different categories of risk and different routes of administration. Results confirm that progesterone is an efficient treatment to prevent preterm birth in singleton gestation with short cervical length, and in singleton gestation with prior preterm birth with or without short cervical length. Apart from these indications, progesterone, especially 17-alpha-hydroxyprogesterone (17OHP), should not be used outside research protocols.