Is progesterone injection safe during pregnancy?

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My wife is pregnant 7 weeks old, consulted doctor, doctor prescribed MCBM 69 (folic acid..) tablets and gave a progesterone injection. My wife is 29 yrs old and this is her first pregnancy and her periods are regular 28 days cycle and she is healthy. Iam just worried is progesterone injection safe to use at this time as I read somewhere that progesterone is a natural hormone which is produced in every female and it might be given only incase of non pregnant women who are lacking progesterone harmone. Please help us in this matter. Thanks