Progesterone shots darn hurt!! The injection itself doesn’t hurt, but in the late afternoon the injected area hurts so bad. Massaging myself for 5 minutes right after the injection like a Japanese beef steak and putting a heat pad helped a lot. Apparently the progesterone oil forms a knot that causes the pain and the massage helps the oil spread out. I should add this Japanese massage chair and heating pad to my IVF gift registry.