This study aims to compare the pregnancy outcomes of vaginal micronized progesterone capsules with oral dydrogesterone in subjects with unexplained subfertility who are undergoing IUI in conjunction with ovarian stimulation by using rFSH. A total of 432 patients with unexplained subfertility who underwent IUI in conjunction with ovarian stimulation were enrolled in this retrospective study. Patients were randomized into two groups: (1) dydrogesterone or (2) vaginal micronized progesterone capsules, for luteal phase support. Clinical pregnancy and live birth were the primary outcome measures of the present study. Dydrogesterone was used in 233 participants (54%) and 337 cycles, while 199 participants (46%) and 233 cycles received vaginal micronized progesterone capsule treatment. The proportion of clinical pregnancies (7.4% vs. 10.2%, p = .213), live births (68% vs. 73%, p = .286) were similar in the two groups. Oral dydrogesterone and vaginal micronized progesterone provide similar pregnancy outcomes in terms of clinical pregnancy and live birth rates in women undergoing IUI in conjunction with ovarian stimulation with rFSH. Given the simple and easy administration, lack of safety concerns and better patient tolerability, we suggest that oral dydrogesterone might be preferred for luteal phase support in IUI.