In Progressive chess, rather than just making one move per turn, players play progressively longer series of moves. Combinatorial complexity generated by many sequential moves represents a difficult challenge for classic search algorithms. In this article, we present the design of a state-of-the-art program for Progressive chess. The program follows the generally recommended strategy for this game, which consists of three phases: looking for possibilities to checkmate the opponent, playing sequences of generally good moves when checkmate is not available, and preventing checkmates from the opponent. For efficient and effective checkmate search we considered two versions of the A* algorithm, and developed five different heuristics for guiding the search. For finding promising sequences of moves we developed another set of heuristics, and combined the A* algorithm with minimax search, in order to fight the combinatorial complexity. We constructed an opening book, and designed specialized heuristics for playing Progressive chess endgames. An application with a graphical user interface was implemented in order to enable human players to play Progressive chess against the computer, and to use the computer to analyze their games. The program performed excellently in experiments with checkmate search, and won both mini-matches against a human chess master. We also present the findings of self-play experiments between different versions of the program.