(1) Background: Our study aimed to examine tissue expression of CD44, vitamin D receptor (VDR), and cyclooxygenase 2 (COX-2) in endometriosis-affected women with and without progestin treatment and to inquire about their implications in the pathogenesis of endometriosis. (2) Methods: A cohort of 60 women diagnosed with endometriosis was divided into two groups, of which 26 received progestin treatment and 34 without treatment. We conducted an immunohistochemical (IHC) analysis of paraffin-embedded endometriosis tissue samples collected post endometriosis surgery. The primary goal was to elucidate VDR, COX-2, and CD44 expression patterns. (3) Results: CD44 evaluation revealed a positive score in 32 (60%) of the untreated cases, and 21 (40%) of the treated ones, but the difference didn’t reach statistical significance. VDR was observed to be higher in the group without treatment, with 32 individuals (88.9%) showing positive expression, compared to 20 individuals (83.33%) in the treatment group. Endometriotic tissue consistently demonstrated uniformly strong membrane positivity for COX-2 in all of our 60 included cases. (4) Conclusions: IHC analysis of VDR, CD44, and COX-2 are supplementary tools for risk stratification and prognostic evaluation in patients diagnosed with endometriosis. Notably, this study highlights the immunological differences between untreated and treated endometriosis.