Early-life adversity (ELA) predisposes individuals to develop neuropsychiatric conditions, which are more prevalent in women than men. Efforts to model this sex difference in rodents have produced mixed results, with some studies paradoxically showing stronger phenotypes in males than females. Since changes in reproductive hormone levels can increase the likelihood of anxiety disorders in women, we examined the effects of ELA on adult female mice across the estrous cycle. We found that during diestrus, when the ratio of progesterone to estrogen is relatively high, ELA mice exhibit increased avoidance behavior, altered activity levels in specific contexts, and increased theta oscillation power in the ventral hippocampus. Ovariectomy, which eliminates circulating estrogen but not progesterone, unexpectedly preserved some of the effects present in diestrus ELA mice. Progesterone receptor antagonism in diestrus normalized avoidance behavior in ELA mice, while treatment with a negative allosteric modulator of the progesterone metabolite allopregnanolone promoted avoidance behavior in control mice. These results suggest that altered progesterone and allopregnanolone signaling during diestrus increases avoidance behavior in ELA mice.