Aim To investigate whether treatment with progesterone would decrease the incidence of miscarriage in women who faced threatened miscarriage. Methods Randomized controlled trials (RCT) were identified by searching PubMed, Embase, Cochrane Library and Web of Science. Trials were included if they compared progesterone with placebo, no treatment or any other treatment given in an effort to treat threatened miscarriage. Pregnant prophylaxis drugs were not included without strict progesterone type, language and progesterone management. The primary outcome was the incidence of miscarriage. The summary measures were reported as relative risk (RR) with 95% confidence interval (CI). Results Eight RCT including 845 women who faced threatened miscarriage were analyzed. Pooled data from the eight trials showed that women with threatened miscarriage who were randomized to the progesterone group had a lower risk of threatened miscarriage (RR = 0.64, 95% CI 0.48–0.85). Dydrogesterone was shown to have a lower risk of miscarriage (RR = 0.49, 95% CI 0.33–0.75) than natural progesterone (RR = 0.69, 95% CI 0.40–1.19). Oral management was demonstrated to have a lower risk of miscarriage (RR = 0.55, 95% CI 0.38–0.79) compared with vaginal administration (RR = 0.58, 95% CI 0.28–1.21). Conclusion Our findings show that progesterone agents are effective in reducing the incidence of miscarriage in threatened miscarriage. Dydrogesterone, but not natural progesterone, was associated with a lower risk of miscarriage. Given the limitations of the studies included in our meta‐analysis, it is difficult to recommend route and dose of progesterone therapy. Further head‐to‐head trials of gestational weeks and long‐time follow‐up are required.