Progesterone plays an important role in maintenance of pregnancy. It is hypothesized that insufficient progesterone early in pregnancy may result in embryonic loss, and that supplemental progesterone would decrease pregnancy loss in dairy cows. In Experiment 1, 84 cows and 16 heifers from a single dairy operation were selected randomly. Within each age category, controlled internal drug release (CIDR) devices were inserted into the vagina of every other female on Day 4 post-insemination and removed on Day 18 post-insemination. Transrectal ultrasonography was performed to determine pregnancy at 4 time periods [days 30 to 37 (week 5), days 44 to 51 (week 7), days 58 to 65 (week 9), and days 86 to 93 (week 13)]. Progesterone supplementation had no effect on pregnancy rate. In Experiment 2, there were no differences in progesterone concentrations between cows that did and did not receive a CIDR. Further, cows receiving CIDR devices did not have an increase in circulating progesterone concentrations 30 min or 1 h after CIDR insertion. It appears that progesterone supplementation does not increase circulating levels of progesterone in the early pregnant lactating dairy cow. Alterative methods to influence progesterone concentrations and/or early embryonic loss need to be investigated.