Progesterone injection is oily because of its poor solubility. It is necessary to develop new dosage forms or delivery methods for Progesterone. Six cocrystals of Progesterone with nitrogen heterocyclic compounds (2,6-diaminopyridine, isonicotinamide, 4-aminopyridine, aminopyrazine, picolinamide and pyrazinamide) have been designed and prepared by ethyl acetate-assisted grinding, of which four cocrystals (2,6-diaminopyridine, isonicotinamide, 4-aminopyridine and aminopyrazine) had single crystal data in 1:1 stoichiometry. Metadynamics-genetic crossing was used to search and optimize various cluster structures to explain the reason the other two cocrystals could not be obtained with suitable size for single crystal X-ray diffraction. In contrast to the carboxyl group, the amide group and amino group were good substituents in the pyridine/pyrazine ring for cocrystallization with Progesterone, which meant inductive effect played an important role in nitrogen heterocyclic compounds containing reactive hydrogen. All cocrystals were more soluble than Progesterone in water, and Progesterone–pyrazinamide cocystal featured the best water solubility performance with an approximately six-fold increase over free Progesterone. This successful attempt provides an effective route for designing and manufacturing novel solid states of Progesterone.