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This review summarises the present knowledge of prophylactic progesterone and preterm birth. Preterm birth (less-than 37 weeks) is a leading cause of neonatal mortality and morbidity worldwide. The incidence varies globally but remains low in the Nordic countries (5-6%). Prediction and prevention are complicated due to diverse aetiology, but obstetric history and cervical length can improve prediction. Prophylactic vaginal progesterone initiated between 12 and 24 weeks of gestation is recommended to reduce preterm birth less-than 33-35 weeks in singleton pregnancies with a history of preterm birth or with a short cervix (less-than 25 mm) and can be considered for twin pregnancies with the same risk factors.