Progesterone is essential for the maintenance of pregnancy, and progesterone deficiency is associated with miscarriage. The subject of whether progesterone supplementation in early pregnancy can prevent miscarriage has been a long-standing research question and has been investigated and debated in the medical literature for over 70 years. During this time, several different progestogens have been synthesised and tested for the prevention of miscarriage. In this article described the prior evidence alongside the latest research using micronized natural progesterone as well as synthetic progestogens, which were used to treat both recurrent and threatened miscarriage. The totality of evidence indicates that women with a past history of miscarriage who present with bleeding in early pregnancy may benefit from the use of vaginal micronized progesterone. The clinical implications of the findings are discussed.