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Weakly Supervised Temporal Action Localization (WSTAL) aims to localize and classify action instances in long untrimmed videos with only video-level category labels. Due to the lack of snippet-level supervision for indicating action boundaries, previous methods typically assign pseudo labels for unlabeled snippets. However, since some action instances of different categories are visually similar, it is non-trivial to exactly label the (usually) one action category for a snippet, and incorrect pseudo labels would impair the localization performance. To address this problem, we propose a novel method from a category exclusion perspective, named Progressive Complementary Learning (ProCL), which gradually enhances the snippet-level supervision. Our method is inspired by the fact that video-level labels precisely indicate the categories that all snippets surely do not belong to, which is ignored by previous works. Accordingly, we first exclude these surely non-existent categories by a complementary learning loss. And then, we introduce the background-aware pseudo complementary labeling in order to exclude more categories for snippets of less ambiguity. Furthermore, for the remaining ambiguous snippets, we attempt to reduce the ambiguity by distinguishing foreground actions from the background. Extensive experimental results show that our method achieves new state-of-the-art performance on two popular benchmarks, namely THUMOS14 and ActivityNet1.3.