Progesterone is the ovarian steroid produced by the granulosa cells of follicles after the LH peak at mid-cycle. Its role is to sustain embryo endometrial implantation and ongoing pregnancy. Other biological effects of progesterone may exert a protective function in supporting pregnancy up to birth. Luteal phase support (LPS) with progesterone is the standard of care for assisted reproductive technology. Progesterone vaginal administration is currently the most widely used treatment for LPS. Physicians and patients have been reluctant to change an administration route that has proven to be effective. However, some questions remain open, namely the need for LPS in fresh and frozen embryo transfer, the route of administration, the optimal duration of LPS, dosage, and the benefit of combination therapies. The aim of this review is to provide an overview of the uterine and extra-uterine effects of progesterone that may play a role in embryo implantation and pregnancy, and to discuss the advantages of the use of progesterone for LPS in the context of Good Medical Practice.