Objective: Progesterone (P4) is the optimal agent for luteal support in assisted reproductive technologies. Despite the availability of various formulations, the impacts of P4 treatment administered through different routes on offspring growth remain unevaluated. This study aimed to investigate and compare the effects of P4 administration through three different routes in pregnant rats during the teratogenesis-sensitive period on fertility outcomes and the behavior, plasma P4 and pregnenolone levels, and alterations in gut microbiota in the filial generation (F1) of offspring. Methods: Female rats that mated successfully were randomly classified into four groups: Group 1, the normal control group; Group 2, the IG group, in which utrogestan was administered via intragastric gavage; Group 3, the IM group, in which P4 was administered via intramuscular injection; and Group 4, the VAGIN group, in which P4 sustained-release vaginal gel was administered through the vagina. Except for the control group, P4 was administered in other groups through their respective routes for 13 consecutive days daily during the teratogenic-sensitive gestation period (days 6–18). The fertility outcomes of the maternal rats were observed, and open-field and three-chamber social preference tests were conducted to assess anxiety and social behavior, along with an exhaustive swimming experiment to evaluate the motor endurance of the offspring. Plasma P4 and pregnenolone levels in the offspring were measured, and fecal samples were assessed using gut microbiota sequencing and subsequent bioinformatics analysis. Results: No significant alterations in fertility outcomes were observed through three P4 administration routes—intragastric gavage, intramuscular injection, and vaginal administration—in rats. However, in behavioral experiments in offspring, a significant increase was observed in swimming time in the IG group than in the control group (P = 0.013). Furthermore, the offspring in the IG group exhibited a marked decrease in non-social behaviors compared with the control group (P = 0.030). No significant behavioral changes were observed in the F1 offspring in the open-field test. Additionally, the offspring in the IG group exhibited a significant elevation in plasma pregnenolone levels compared with the control group (P = 0.019) 30 days after birth. No notable differences in the α-diversity of gut microbiota were observed among the groups. However, significant differences in β-diversity were observed in both the IG and IM groups compared with the control group, indicating that P4 treatment via the two routes exhibited a significant impact on the gut microbiota composition of F1 offspring. Distinct differences were observed in the gut microbiota of the offspring among the three P4 treatment groups, with 22, 28, and 33 differential bacterial taxa identified in the IG, IM, and VAGIN groups, respectively, using linear discriminant effect size analysis, whereas Olivella appeared exclusively in the control group rather than in the P4 treatment groups. Conclusion: Oral administration of P4 to maternal rats during the teratogenesis-sensitive period enhanced motor endurance and plasma pregnenolone levels and altered the composition of the gut microbiota in the offspring. Our findings demonstrated different effects on offspring growth when P4 is administered orally, intramuscularly, or vaginally.