Pregnancy comprises multiple stages with complex interactions of molecules and cells, and previous studies have clarified that progesterone (P₄) is a key player in pregnancy. Several animal experimental models have been established to address the detailed mechanisms of P₄, and genetically engineered mouse models have especially helped us understand its function. P₄ receptor (PR)-null female mice show no ovulation, while PR co-chaperone FKBP52-null mice exhibit implantation failure with normal ovulation. Moderate supplementation of P₄ rescues implantation failure in FKBP52-deficient mice but does not restore the capability for pregnancy up to full term, resulting in embryo resorption. Supplementation of a large amount of P₄, however, can rescue pregnancy and provide normal reproductive outcomes until parturition. Mouse studies by our groups, and others, have also shown that epigenetic regulation of uterine P₄-PR signaling, P₄-induced molecular crosstalk between the epithelium and stroma and uterine proliferation-differentiation switching are indispensable for successful implantation. Collectively, P₄ orchestrates the whole process of pregnancy in spatiotemporal manners, eventually integrating them toward successful parturition. In this review article, we review the literature on the uterine functions of P₄ in pregnancy, with a special focus on the knowledge gained about embryo implantation by studies utilizing mouse models.