This study evaluated the role of progesterone (P4) and medroxyprogesterone acetate (MAP) on the molecular status of immature cumulus-oocyte complexes (COCs) and the implications for oocyte quality in sheep. The number of viable COCs per ewe and the rate of COCs screened for developmental competence by brilliant cresyl blue positive (BCB+) were similar (P > 0.05), respectively, across treatments (P4: 7.7 ± 0.7 and 4.7 ± 1.2; MAP: 5.7 ± 1.0 and 3.5 ± 2.3; and control: 5.7 ± 1.1 and 3.6 ± 2.4). The COCs' gene expression was altered by exogenous progestogens compared with the control group: markers of steroidogenic pathway (FSH receptor [FSHr], LH receptor [LHr], and estradiol receptor α) and of quality (zygote arrest 1, growth differentiation factor 9, and B-cell lymphoma 2) were in abundance in P4 (P < 0.05). In addition, reelin protein (RELN) was downregulated, and Bcl-2 was upregulated in MAP (P < 0.05). In the P4 vs MAP comparison, FSHr, LHr, and RELN genes were upregulated (P < 0.05) in the P4 group. In conclusion, P4 and MAP promoted dissimilar effects on transcriptome profiling of immature BCB-selected COCs, possibly due to the differences in the chemical structure of progestogens and concentrations of serum P4. Exogenous P4 impacted positively on the profile of genes related to oocyte quality.