The steroid hormone progesterone (P) plays a pivotal role in the establishment and maintenance of pregnancy. The well-known function of P during early pregnancy is to regulate (i) uterine receptivity for blastocyst attachment, (ii) progressive phases of embryo-uterine interactions, and (iii) differentiation of the endometrial stroma that maintains an environment conducive for the growth and development of the implanting embryo. The cellular actions of P are mediated through intracellular progesterone receptors (PRs), which are well-studied gene regulators. It is postulated that hormone-occupied PRs trigger the expression of specific gene networks in different cell types within the uterus and the products of these genes mediate the hormonal effects during early pregnancy. In the present article, we provide a brief description of the molecules that have emerged as candidate markers of progesterone action in rodents and humans during implantation.