Progesterone Supplements may be taken by mouth, as injections, or as vaginal suppositories. While most oral Progesterone Supplements are capsules, there are some supplements called troches that are placed under the tongue to dissolve. Progesterone injections are usually given in the buttock area, and are reported by some women to be more painful and to cause more soreness than many other types of injections. A Progesterone suppository is inserted into the vagina. It may cause some leaking; this is normal and does not mean that Progesterone is not being absorbed. Progesterone Supplementation may cause some common but transient side effects such as nausea, tiredness and breast tenderness.