The presence of uterine contractions and a short cervix at less than 37 weeks of gestation (preterm labor) is an important risk factor for a preterm birth. Currently, there is not treatment able to reduce the risk of preterm birth in this high risk group of women. Vaginal progesterone has been shown to be effective in reducing the risk of preterm birth in asymptomatic women with a prior preterm birth and in women with a short cervix, measured by vaginal ultrasound before 24 weeks of gestation. Unfortunately, vaginal progesterone has not been shown to be efficacious in women with preterm labor. A recent clinical trial has shown that it can even be deleterious in this group of women.