Purpose: To present flaws in the experimental design of a recent randomized controlled trial (RCT) published in the prestigious journal The New England Journal of Medicine (NEJM) concerning the lack of benefit of using progesterone (P) to prevent miscarriage. Materials and Methods: The RCT started vaginal P not until confirmation of pregnancy up to six weeks gestation. Results: Evidence is provided why a properly designed RCT should initiate P therapy in the early luteal phase to maximally inhibit the increase in cytotoxic leukocytes [especially natural killer (NK) cells] that are in the area of the site of implantation that are needed for uterine remodeling. The cytotoxicity of these cellular immune cells need to be suppressed or they may attack the fetal semi-allograft. Evidence is provided to support the hypothesis that the main effect of P is to stimulate the rise of an immunosuppressive protein called the P-induced blocking factor (PIBF). Conclusions: The RCT published in a late 2015 edition of the NEJM should not be regarded as a conclusive study showing no benefit of P in reducing risk of miscarriage. This is not only because of not starting the P in the early luteal phase, but also the type of P used. Some studies have found that vaginal P does not raise the PIBF levels nearly as well as intramuscular P.