While resilience seems to be associated with a variety of biological markers, studies assessing such correlates in women during the perimenopause are lacking. The perimenopause constitutes a phase of major biopsychosocial changes, during which the sex hormones estradiol (E2) and progesterone (P4) eventually decrease significantly. The aim of this study was to examine the extent to which the declining levels of E2 and P4 serve as resilience markers in perimenopausal women. In 129 healthy perimenopausal women aged 40–56 years, saliva samples were collected on every fourth day over a period of four weeks in order to investigate E2 and P4 levels. All participants completed psychosocial questionnaires including variables related to resilience, well-being, and mental health. Perimenopausal status was determined using the Stages of Reproductive Aging Workshop (STRAW) criteria. The results indicate that P4 is linked to psychosocial resilience. More precisely, women with higher P4 levels seem to be more resilient than women with lower P4 levels, irrespective of the perimenopausal status. No such relation was found for E2 levels. Further analyses revealed that women with higher P4 levels experience significantly higher life satisfaction, lower perceived stress, and lower depressive symptoms than women with lower P4 levels. Accordingly, P4 can be considered as a biological marker of resilience in perimenopause.