The human hypothalamus modulates mental health by balancing interactions between hormonal fluctuations and stress responses. Stress-induced progesterone release activates progesterone receptors (PR) in the human brain and triggers alterations in neuropeptides/neurotransmitters. As recent epidemiological studies have associated peripheral progesterone levels with suicide risks in humans, we mapped PR distribution in the human hypothalamus in relation to age and sex and characterized its (co-) expression in specific cell types. The infundibular nucleus (INF) appeared to be the primary hypothalamic structure via which progesterone modulates stress-related neural circuitry. An elevation of the number of pro-opiomelanocortin+ (POMC, an endogenous opioid precursor) neurons in the INF, which was due to a high proportion of POMC+ neurons that co-expressed PR, was related to suicide in patients with mood disorders (MD). MD donors who died of legal euthanasia were for the first time enrolled in a postmortem study to investigate the molecular signatures related to fatal suicidal ideations. They had a higher proportion of PR co-expressing POMC+ neurons than MD patients who died naturally. This indicates that the onset of endogenous opioid activation in MD with suicide tendency may be progesterone-associated. Our findings may have implications for users of progesterone-enriched contraceptives who also have MD and suicidal tendencies.