Membrane progestin receptors (mPRs) are responsible for mediating the rapid, nongenomic activity of progestins and belong to the G protein-coupled receptor (GPCR) family. mPRs are also considered as attractive proteins to draw a new medicinal approach. In this study, we optimized a procedure for the expression and purification of recombinant human mPRα protein (hmPRα) by a methylotropic yeast, Pichia pastoris, expression system. The protein expressed in crude membrane fractions exhibited a binding affinity of Kd = 3.8 nM and Bmax = 288.8 fmol/mg for progesterone. These results indicated that the hmPRα expressed in yeast was active. Solubilized hmPRα was purified through three column chromatography steps. A nickel-nitrilotriacetic acid (Ni-NTA) column was first used, and the mPRα proteins were then bound to cellulose resin with free amino groups (Cellufine Amino) and finally passed through an SP-Sepharose column. The optimization of expression and purification conditions resulted in a high yield of purified hmPRα (1.3–1.5 mg from 1 L culture). The purified hmPRα protein demonstrated progesterone binding (Kd = 5.2 nM and Bmax = 111.6 fmol/mg). The results indicated that we succeeded in solubilizing and purifying hmPRα in an active form. Sufficient amount of active hmPRα protein will support the establishment of applications for the screening of ligands for mPRα.