The increased use of hormonal therapies has led to the study of the properties of different progestin molecules and their effects on the central nervous system. The central and peripheral levels of neurosteroid allopregnanolone and the opioid peptide β-endorphin (β-END) are regulated by estrogens. The aim of the present study was to investigate the effects of a 2-week oral treatment with micronized progesterone or medroxyprogesterone acetate (MPA) alone or in addition to estradiol valerate (E2V) on central and peripheral allopregnanolone and β-END levels in ovariectomized (OVX) female rats. Thirteen groups of Wistar OVX rats received one of the following treatments: oral progesterone (2, 4 or 8 mg/kg/day); oral MPA (0.05, 0.1 or 0.2 mg/kg/day); E2V (0.05 mg/kg/day); E2V + progesterone (0.05 mg/kg/day + 2, 4 or 8 mg/kg/day), or E2V + MPA (0.05 mg/kg/day + 0.05, 0.1 or 0.2 mg/kg/day) for 14 days. One group of fertile and one group of OVX rats were used as controls. The concentration of allopregnanolone was assessed in the frontal and parietal lobes, hypothalamus, hippocampus, anterior pituitary, adrenals and serum, while the β-END content was assessed in the frontal and parietal lobes, hypothalamus, hippocampus, anterior and neurointermediate pituitary, and plasma. E2V administration reverted the ovariectomy-induced reduction in allopregnanolone and β-END. Progesterone and MPA increased allopregnanolone levels in all tissues except in the adrenal gland. The combined administration of progesterone or MPA and E2V determined a further increase in allopregnanolone levels with respect to E2V alone except in the adrenal gland and hippocampus only after MPA treatment. Progesterone did not affect β-END levels in the frontal and parietal lobes, hippocampus and anterior pituitary, while it caused an increase plasma, hypothalamic and neurointermediate pituitary β-END levels. MPA only affected β-END levels in the hippocampus and in the neurointermediate lobe. The combined administration of progesterone or MPA and E2V did not alter the effect of estradiol or it determined a further dose-dependent increase in β-END levels. In conclusion, this study demonstrates that progesterone and MPA have a similar but not identical effect on central and peripheral allopregnanolone and β-END levels. Their association with an estrogenic compound does not interfere with the positive effects produced by estrogen on allopregnanolone and β-END brain content.