Progestational agents are often prescribed to prevent pregnancy loss. Progestogens affect implantation, cytokine balance, natural killer cell activity, arachidonic acid release and myometrial contractility. Progestogens have therefore been used at all stages of pregnancy including luteal-phase support prior to pregnancy, threatened miscarriage, recurrent miscarriage, and to prevent preterm labor. In luteal support, a Cochrane review reported that progestogens were associated with a higher rate of live births or ongoing pregnancy in the progesterone group (odds ratio 1.77, 95% confidence interval (CI) 1.09-2.86). Evidence suggests that progestogens are also effective for treating threatened miscarriage. Again, in a Cochrane Database review, progestogens were associated with a reduced odds ratio of 0.53 (95% CI 0.35-0.79) when progestogens were used. In recurrent miscarriage, progestogens also seem to have a beneficial effect. A meta-analysis of progestational agents showed a 28% increase in the live birth rate (relative risk 0.72, 95% CI 0.53-0.97). For the last 30 years, progestogens have been used to prevent preterm labor. Recent meta-analyses also report beneficial effects. This review summarizes the literature and the author's experience using progestogens to prevent pregnancy loss.