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Many different progestogens are used by millions of women worldwide for oral contraception, either alone (Progestogen-only Pills [POPs]) or as combined oral contraceptives (COCs) comprising a synthetic estrogen (ethinyl estradiol [EE]), or a natural estrogen (estradiol and its valerate [E2; E2V] or estetrol [E4]), associated with a progestogen. This review describes first the three families of progestogens derived either from testosterone, 17 alpha-hydroxyprogesterone or spironolactone. Their pharmacokinetic parameters are largely differing, but also their metabolism, potency and efficacy via many steroid receptors, thereby confirming the absence of a class effect of these progestogens. In the pharmacodynamic section, POPs will be described in detail, showing high efficacy and safety, though low cyclic tolerance. When different progestogens are combined with EE in COCs, and despite high efficacy, tolerability and improved cyclic tolerance compared with POPs, safety is hampered, among other by vascular thromboembolism risks (venous [VTE] as well as arterial [ATE]). These will be analyzed with the help of most recent results establishing that EE/levonorgestrel (LNG) entails less adverse vascular events than other EE-containing COCs. Also, in the last 15 years, COCs containing natural estrogens (E2V/dienogest (DNG) and E2/nomegestrol acetate (NOMAC)) have shown through meta-analyses of clinical thrombotic events and adequate hemostatic studies, a lower VTE risk than with use of EE/LNG. Moreover, another natural estrogen-containing COC, E4/drospirenone (DRSP), predicts also a low level of risk through global hemostasis assessments, disproportionality analyses and other studies. So, a new possibility arises that the safest COCs in terms of thrombotic risk might be the natural estrogen-containing COCs, where the estrogen is combined to one of three different non-androgenic progestogens.