Three experiments were done to evaluate the effects of progesterone (P4) supplementation starting during metestrus on formation of the CL and on fertility of lactating dairy cows subjected to fixed-time artificial insemination (FTAI) or embryo transfer (ET). In experiment 1, 42 Holstein cows were randomly allocated to untreated (Control) or to receive an intravaginal implant containing 1.9 g of P4 from Day 3 to 20 after FTAI (controlled internal drug release [CIDR]). Blood samples were collected on Days 3, 4, 7, 11, 14, 17, 20, and 21 after FTAI to evaluate the effect of CIDR supplementation on plasma concentration of P4 using radioimmunoassay. Ultrasound scans were performed at Days 4, 7, 11, 14, and 20 to evaluate CL volume. In experiment 2, the effect on CIDR supplementation on fertility was evaluated in 668 Holstein and crossbred dairy cows that were subjected to FTAI and allocated randomly to untreated (AI-Control) or to receive a CIDR from Day 3 to 17 (AI-CIDR) after FTAI. In experiment 3, 360 Holstein cows were treated with PGF and after heat detection (Day 0), they were allocated to untreated (ET-Control) or to receive a CIDR from Day 4 ± 1 to 8 ± 1 (ET-CIDR-4) or a CIDR from 4 ± 1 to 18 ± 1 (ET-CIDR-14). In vitro-produced embryos were transferred on Day 8 ± 1. Pregnancy diagnoses were performed by ultrasound. In experiment 1, there was interaction between treatment and day in relation to plasma P4 on Days 4 and 7 due to CIDR supplementation. Independent of treatment, pregnant cows had higher plasma P4 from Day 14 to 21 than nonpregnant cows (P ≤ 0.05). Supplementation with CIDR did not alter CL development. In experiment 2, there was no effect of supplementation of P4 on pregnancy per AI on Day 32 (32.0% vs. 31.8%, for AI-Control and AI-CIDR, respectively) or pregnancy loss (15.6% vs. 17.6%, for AI-Control and AI-CIDR, respectively). In experiment 3, P4 supplementation compromised pregnancy per ET (P/ET) on Day 32 in both supplemented groups (39.7% vs. 21.3% vs. 15.2%, for ET-Control, ET-CIDR-4, and ET-CIDR-14, respectively), with no effect on pregnancy loss. Therefore, although CIDR insertion on Day 3 after FTAI did not affect CL function and increased circulating P4, it did not increase pregnancy per AI in lactating dairy cows submitted to FTAI. Moreover, P4 supplementation decreased pregnancy per ET in lactating recipient cows.