Thirteen studies were selected for inclusion (11 clinical trials, 1 cohort study and 1 qualitative study), evaluating progesterone effects on menopausal symptoms, bone, sleep, skin, cognition, plasma lipids and plaque progression. Most studies were of low methodological quality (GRADE low or very low). Progesterone improved vasomotor symptoms and sleep quality, with minimal risk. Large studies designed to identify confounders, such as hormone levels, menopausal status and metabolism are required to understand the place of progesterone in clinical practice.