The immunohistochemical expression of isoform B of the progesterone receptor (PRB) has shown promising results in predicting the response of atypical endometrial hyperplasia (AEH) and early endometrial cancer (EEC) to conservative treatment. We aimed to calculate the accuracy of PRB as a predictive marker of conservative treatment outcome in AEH or EEC. Retrospective cohort study. University of Naples Federico II, Naples, Italy. Thirty-six consecutive premenopausal women <45 years of age with AEH (n = 29) or EEC (n = 7) conservatively treated from January 2007 to June 2018 were retrospectively assessed. All patients had been treated with hysteroscopic resection plus levonorgestrel-releasing intrauterine device insertion and followed for at least 1 year. The immunohistochemical expression of PRB was separately assessed in the glands and stroma of the lesion and dichotomized as "weak" or "normal." The treatment outcomes considered were (1) treatment failure (i.e., a combined outcome including no regression or recurrence); (2) no regression; and (3) recurrence. The predictive accuracy of PRB immunohistochemistry was assessed by calculating sensitivity (SE), specificity (SP), and area under the receiver operating characteristic curve (AUC). A weak glandular PRB expression showed SE = 70%, SP = 77%, and AUC = 0.74 for treatment failure; SE = 66.7%, SP = 70%, and AUC = 0.68 for no regression; and SE = 75%, SP = 68.8%, and AUC = 0.72 for recurrence. A weak stromal PRB expression showed SE = 100%, SP = 53.8%, and AUC = 0.77 for treatment failure; SE = 100%, SP = 46.7%, and AUC = 0.73 for no regression; and SE = 100%, SP = 43.8%, and AUC = 0.72 for recurrence. A weak stromal PRB expression is a highly sensitive predictive marker of both no response and recurrence of AEH and EEC conservatively treated.