Purpose of the study: To determine the influence of progesterone therapy in imminent preterm delivery on early postpartum anxiety, stress, and depression symptoms and to compare the scores of two scales: the Depression, Anxiety and Stress Scale (DASS) and the Edinburgh Postpartum Depression Scale (EPDS) on third day postpartum. Materials and Methods: The sample consisted of 37 women on progesterone therapy between 28 and 37 weeks who delivered prematurely. Controls were 40 pregnant women without progesterone therapy who also delivered prematurely. On third postpartum day all participants completed DASS and EPDS. Student's t-test (Leven correction for small samples) compared the scores of these two scales. Results: The control group showed significantly higher levels of depression symptoms in DASS questionnaire on third day after preterm delivery. Conclusions: Progesterone lowers the intensity of depressive symptoms after preterm delivery. The DASS scoring system was effective in early detection of postpartum depressive symptoms.