The gene encoding the progesterone receptor (PGR) acts as a transcription factor, and participates in the regulation of reproductive processes including menstruation, implantation, pregnancy maintenance, parturition, mammary development, and lactation. Unlike other mammals, primates do not exhibit progesterone withdrawal at the time of parturition. Because progesterone-mediated reproductive features vary among mammals, PGR is an attractive candidate gene for studies of adaptive evolution. Thus, we sequenced the progesterone receptor coding regions in a diverse range of species including apes, Old World monkeys, New World monkeys, prosimian primates, and other mammals. Adaptive evolution occurred on the human and chimpanzee lineages as evidenced by statistically significant increases in nonsynonymous substitution rates compared to synonymous substitution rates. Positive selection was rarely observed in other lineages. In humans, amino acid replacements occurred mostly in a region of the gene that has been shown to have an inhibitory function (IF) on the ability of the progesterone receptor to act as a transcription factor. Moreover, many of the nonsynonymous substitutions in primates occurred in the N-terminus. This suggests that cofactor interaction surfaces might have been altered, resulting in altered progesterone-regulated gene transcriptional effects. Further evidence that the changes conferred an adaptive advantage comes from SNP analysis indicating only one of the IF changes is polymorphic in humans. In chimpanzees, amino acid changes occurred in both the inhibitory and transactivation domains. Positive selection provides the basis for the hypothesis that changes in structure and function of the progesterone receptor during evolution contribute to the diversity of primate reproductive biology, especially in parturition.