Objective: To report a literature review on the benefits of progesterone injection during pregnancy. Material and Methods: a narrative review of clinical studies in pregnant women who were administered a progesterone injection as a treatment for threatened abortion was carried out. Results: the most current systematic reviews and the most relevant randomized clinical trials were selected. Conclusions: the use of progesterone in the treatment of threatened abortion has clinical benefits by reducing symptoms characterized by transvaginal bleeding and pain. There is new evidence that allows us the best choice of route for application; the benefit in the speed of action of the intramuscular route decreases the rate of spontaneous abortion and increases the rate of live births, especially for endometrial preparation in in vitro fertilization.