The objective of this study was to compare expression of estrogen receptor alpha (ER-α), β (ER-β), progesterone receptor (PR), as well as prostaglandin E2 type 2 (EP2) and 4 (EP4) receptors in the equine myometrium and endometrium during estrus, diestrus and early pregnancy. Tissues were collected during estrus, diestrus, and early pregnancy. Transcripts for ER-α (ESR1), ER-β (ESR2), PR (PGR), EP2 (PTGER2) and EP4 (PTGER4) were quantified by qPCR. Immunohistochemistry was used to localize ER-α, ER-β, PR, EP2 and EP4. Differences in transcript in endometrium and myometrium were compared by the ΔΔCT method. Expression for ESR1 (P < 0.05) tended to be higher during estrus than diestrus in the endometrium (P = 0.1) and myometrium (P = 0.06). In addition, ESR1 expression was greater during estrus than pregnancy (P < 0.05) in the endometrium and tended to be higher in estrus compared to pregnancy in the myometrium (P = 0.1). Expression for PGR was greater (P < 0.05) in the endometrium during estrus and diestrus than during pregnancy. In the myometrium, PGR expression was greater in estrus than pregnancy (P = 0.05) and tended to be higher during diestrus in relation to pregnancy (P = 0.07). There were no differences among reproductive stages in ESR2, PTGER2 and PTGER4 mRNA expression (P > 0.05). Immunolabeling in the endometrium appeared to be more intense for ER-α during estrus than diestrus and pregnancy. In addition, immunostaining for PR during pregnancy appeared to be more intense in the stroma and less intense in glands and epithelium compared to estrus and diestrus. EP2 immunoreactivity appeared to be more intense during early pregnancy in both endometrium and myometrium, whereas weak immunolabeling for EP4 was noted across reproductive stages. This study demonstrates differential regulation of estrogen receptor (ER) and PR in the myometrium and endometrium during the reproductive cycle and pregnancy as well as abundant protein expression of EP2 in the endometrium and myometrium during early pregnancy in mares.