The Women's Health Initiative (WHI) randomized controlled trial failed to show cardioprotection by estrogen plus progestin treatment of postmenopausal women. But by design, the WHI population was 10-fold underpowered to show cardioprotection of women starting hormone treatment during the menopausal transition. Thus, observational studies that showed cardioprotection in such women remain the only applicable clinical guide to this issue. Randomized controlled trials are urgently needed to test cardioprotection in women starting treatment during the menopausal transition.