Discontinuation of hormone replacement therapy (HRT) is much more common than what is reported in randomized, double-blind clinical trials. Our purpose in this retrospective study, using a prescription database, was to compare the continuation rate among women who took cyclic combination therapy adding progesterone to estrogen (CYC-PERT) or continuous combined estrogen progestin therapy (CC-PERT). The study subjects were 1,532 women, greater than or equal to 45 years old, who initially filled index prescriptions for 0.625 mg conjugated estrogens. They were divided into two groups (CYC-PERT = 644, CC-PERT = 888) on the basis of coprescribed medroxyprogesterone. We found that for all women initiating therapy, 35-40% did not return for a refill and 76-81% stopped therapy within 3 years. Those prescribed CC-PERT initially were more likely to stop than those prescribed CYC-PERT (rate ratio [RR] = 1.20; 95% confidence interval [CI] = 1.06-1.35). Adjustments for age, year of starting medication, cost of medication, and prescriber specialty did not affect the difference in discontinuation between the two regimens (RR = 1.18, 95% CI = 1.04-1.34). We conclude that the likelihood of women continuing HRT beyond 3 years of initiation is low. Furthermore, compared with CYC-PERT users, those receiving CC-PERT have a slightly higher probability of discontinuation. Efforts should be made to understand why three quarters of women beginning HRT will stop it long before it can provide major long-term benefit.