Adenomyosis is a common gynaecological disease associated with the presence of endometrial lesions in the uterine myometrium. Estrogens have been proven to be the crucial hormones driving the growth of adenomyosis. Little is known about the distinct mechanisms of progesterone action in adenomyosis. Hence, in this study, we decided to characterize the expression of all nuclear and membrane estrogen and progesterone receptors. Additionally, as a functional investigation, we monitored prolactin production and cell proliferation after estradiol and progesterone treatments. We confirmed the presence of all nuclear and membrane estrogen and progesterone receptors in adenomyotic lesions at gene and protein levels. The expression of membrane progesterone receptors α and β (mPRα, mPRβ) as well as estrogen receptor β (ERβ) was upregulated in adenomyosis compared to normal myometrium. Estradiol significantly increased adenomyotic cell proliferation. Progesterone and cAMP upregulated prolactin secretion in adenomyosis in the same pattern as in the normal endometrium. In the present study, we showed the functional link between estradiol action and adenomyotic cell proliferation, as well as progesterone and prolactin production. Our findings provide novel insights into the sex steroid receptor expression pattern and potential regulated pathways in adenomyosis, suggesting that all receptors play an important role in adenomyosis pathophysiology.