Progesterone has been shown to be cerebroprotective in different experimental models of brain injuries and neurodegenerative diseases. The preclinical data provided great hope for its use in humans. The failure of Phase 3 clinical trials to demonstrate the cerebroprotective efficiency of progesterone in traumatic brain injury (TBI) patients emphasizes that different aspects of the design of both experimental and clinical studies should be reviewed and refined. One important aspect to consider is to test different routes of delivery of therapeutic agents. Several studies have shown that the intranasal delivery of drugs could be used in different experimental models of central nervous system diseases. In this review, we will summarize the pharmacokinetic characteristics and practical advantages of intranasal delivery of progesterone. A special emphasis will be placed on describing and discussing our recent findings showing that intranasal delivery of progesterone after transient focal cerebral ischemia: 1) improved motor functions; 2) reduced infarct volume, neuronal loss, blood brain barrier disruption; and 3) reduced brain mitochondrial dysfunctions. Our data suggest that intranasal delivery of progesterone is a potential efficient, safe and non-stressful mode of administration that warrants evaluation for cerebroprotection in patients with brain injuries. This article is part of the Special Issue entitled "Novel Treatments for Traumatic Brain Injury".