This study was to assess the effectiveness of cervical pessary combined with vaginal progesterone for the prevention of preterm birth (PTB). Ten studies about singleton [five randomized controlled trials (RCTs), vs vaginal progesterone; four cohorts, vs vaginal progesterone; two cohorts, vs cervical cerclage + vaginal progesterone] and two cohort studies about multiple pregnancies (vs vaginal progesterone) were included after searching electronic databases. For singleton pregnancies, the meta-analysis of three non-RCTs [relative risk (RR) = 0.41, p = 0.001] or total trials in non-Asian country (RR = 0.56, p = 0.03) revealed that compared with vaginal progesterone alone, cervical pessary + vaginal progesterone treatment had significant effectiveness on preventing PTB < 34 weeks, but not for five RCTs; meta-analysis of two trials showed that cervical pessary + vaginal progesterone had no significant prevention effects of PTB compared with cervical cerclage + vaginal progesterone. For multiple pregnancies, meta-analysis of two trials showed that compared with vaginal progesterone, cervical pessary + vaginal progesterone treatment increased neonatal birth weight (standardized mean difference = 0.50, p = 0.01). Trial sequential analysis implied additional studies were required. Four studies vs other controls (pessary, three-combined, tocolysis, conservative or no treatment; one study, each) were selected for systematic review. In conclusion, cervical pessary combined with vaginal progesterone may be safe and effective to prevent PTB in singleton pregnancies and increase neonatal birth weight in the multiple pregnancies compared with vaginal progesterone alone.