Introduction Aim of the study was to evaluate the effect of rescue adjuvant vaginal progesterone in women with ongoing, transvaginal ultrasound (TVUS)-confirmed cervical shortening despite cervical cerclage. Materials and Methods A retrospective case control study was performed of women undergoing cervical surveillance following either history- or ultrasound-indicated cervical cerclage. We compared women managed with cervical cerclage and vaginal progesterone to women managed with cervical cerclage alone. Women with a singleton pregnancy who underwent cervical cerclage were identified from a database. Data on the concurrent use of vaginal progesterone, cervical length measurements, interventions and birth outcomes were collected from patient notes and clinical pathology notes. Patients from each intervention group were matched, based on exact shortest cervical length measurements obtained during surveillance and age of gestation when the measurement was obtained. Results 66 women were matched and included in the study, based on exact shortest cervical length measurements. Each group had an identical mean shortest cervical length of 12.09 mm. The outcomes of 33 women who received both cervical cerclage and vaginal progesterone were compared to the outcomes of 33 women who were treated with cervical cerclage alone. The administration of vaginal progesterone to women with ongoing cervical shortening despite cervical cerclage was found to significantly prolong the pregnancy (36.36 weeks vs. 32.63 weeks; p = 0.0036) compared to women treated with cerclage alone. This use of rescue adjuvant vaginal progesterone was also associated with higher birth weights (2829 g vs. 2134 g; p = 0.0065) compared to women who had cervical cerclage alone; however, there was no difference in Apgar scores, composite neonatal morbidity or neonatal intensive care admission. Conclusion Women with cervical shortening despite the presence of cervical cerclage may benefit from further TVUS cervical length surveillance and the administration of vaginal progesterone if further cervical shortening occurs. Despite both groups having clinically significant shortened cervical lengths and cervical cerclage in situ, adjunct vaginal progesterone treatment resulted in older gestational age at birth and higher birth weight. Further investigation and confirmation of this finding in a larger prospective trial is warranted to explore this potential benefit for the management of preterm birth in future.