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The literature data regarding the risk of colorectal cancer (CRC) in the context of hormone therapy (HT), including both estrogen–progestogen combinations and estrogen alone, are inconclusive. The precise relationship underlying the action of progesterone (P4) and progesterone receptors in CRC has yet to be determined. We characterized the expression profiles of both nuclear and membrane progesterone receptors and their potential cofactors in CRC tissues. Additionally, we analyzed the P4 and NENF treatment effects on the cell proliferation and invasion of DLD-1 and HT-29 colorectal cancer cells. We observed a weak expression of the nuclear P4 receptor (PGR), but an abundant expression of the P4 receptor membrane component 1 (PGRMC1) and neuron-derived neurotrophic factor (NENF) in the CRC tissues. P4 treatment stimulated the proliferation of the DLD-1 and HT-29 CRC cells. The co-treatment of P4 and NENF significantly increased the invasiveness of the DLD-1 and HT-29 cells. A functional analysis revealed that these effects were dependent on PGRMC1. AN immunocytochemical analysis demonstrated a cytoplasmic co-localization of PGRMC1 and NENF in the CRC cells. Moreover, the concentration of serum NENF was significantly higher in CRC patients, and P4 treatment significantly increased the release of NENF in the DLD-1 cells. P4 or NENF treatment also significantly increased the IL-8 release in the DLD-1 cells. Our data may provide novel insights into the action of P4 and PGRMC1/NENF in CRC progression, where NENF may act as a potential PGRMC1 co-activator in non-classical P4 signaling. Furthermore, NENF, as a secreted protein, potentially could serve as a promising circulating biomarker candidate for distinguishing between colorectal cancer patients and healthy individuals, although large-scale extensive studies are needed to establish this.