The interactions between steroid gonadal hormones and the retina (a part of the visual system and the central nervous system (CNS)) have received limited attention and beneficial effects of these hormones in retinal diseases is controversial. Retinitis pigmentosa (RP) is the most common cause of retinal hereditary blindness and to date no treatment is available. However, results regarding the effects of progesterone on the progression of RP are promising. With the idea of demonstrating if the progesterone retinal protection in RP is related to its possible anti-inflammatory properties, we have administered orally progesterone to rd10 mice, an animal model of RP. We observed that progesterone decreased photoreceptors cell death, reactive gliosis and the increase in microglial cells caused by RP. We also examined the expression of neuronal and inducible nitric oxide synthase (nNOS and iNOS), the enzyme responsible for NO production. The results demonstrated a decrease in nNOS expression only in control mice treated with progesterone. Inflammation has been related with an increase in lipid peroxidation. Noticeably progesterone administration was able to diminish retinal malondialdehyde (MDA, a lipid peroxidation product) concentrations in rd10 mice. Altogether, we can conclude that progesterone could be a good therapeutic option not only in RP but also for other retinal diseases that have been associated with inflammation and lipid peroxidation.