On two separate instances, first with Tora Ziyal and again in the episode "Covenant," Dukat impregnates a Bajoran woman, seemingly without any medical intervention. This seems to imply that they are the same species since other couples in Star Trek require a medical procedure in order to procreate.
Are they the same species or is this an oversight by the writers?
They don't necessarily have to be the same species to have compatable DNA as has been seen in other characters.
There is also an article on Memory Alpha that details other Hybrid characters that have been seen.
Taken from the Memory Alpha article
Because of the common genetic ancestry of most of the species of the Milky Way Galaxy by way of the ancient humanoids, many species are able to interbreed with or without the help of genetic technology. In fact, Humans and Vulcans are quite similar. (TNG: "The Chase"; ENT: "Demons")
In some cultures, children who are born as a result of interspecific relations are rejected by the society of both races. For example, Bajoran / Cardassian hybrids were often rejected by both Bajorans and Cardassians. (DS9: "Indiscretion", "Return to Grace")
This would suggest to me that they are separate races and able to conceive either naturally or with some assistance from medical technology.
In the natural world, different species can occasionally interbreed successfully. Take the mule, which is the offspring from breeding a horse and a donkey. There is even precedent for animals of different GENUSES (one level less related than species) interbreeding, for there is a recorded interbreeding of a domestic pig and a babirusa.
http://www.macroevolution.net/babirusa-domestic-pig-hybrids.html
Conclusion: it may be possible even if they are different species if they are still closely related.
They are not the same species. It is never indicated that they are the same species, and the notion that they must be the same species because they can successfully interpret without intervention is flawed, as It is never explicitly stated medical intervention is always necessary. I don’t believe medical intervention was mentioned for Deanna Troi, or B’elanna’s conception.
I would not say they are, as that would imply that all cardassians are bajoran, when they are completely different species. I think it more likely that cardassians are like insects (what I suspect a humanoid bug would look like if made to look like a human) which would explain their behaviour in the early seasons of ds9. And as humanoid bugs, they would do anything they could for their colony, cardassia.
