The term "neurosteroid" (NS) was introduced by Baulieu in 1981 to name a steroid hormone, dehydroepiandrosterone sulfate (DHEAS), that was found at high levels in the brain long after gonadectomy and adrenalectomy, and shown later to be synthesized by the brain. The term "neuroactive steroid" (NAS) refers to steroids that, independent of their origin, are capable of modifying neural activities. NASs bind and modulate different types of membrane receptors. The gamma-amino butyric acid (GABA) and Sigma receptor complexes have been the most extensively studied, while glycine chloride channels, nicotinic acetylcholine receptors, and voltage-activated calcium channels, although less explored, are also modulated by NASs. Within the glutamate receptor family, N-methyl-D-aspartate (NMDA) receptors, alpha-amino-3-hydroxy-5-methyl-4-isoxazolepropionic acid (AMPA) receptors and kainate receptors have been shown to be targets for NA and NAS modulation. Inside the neuron, Oxidized ring A reduced pregnanes, tetrahydroprogesterone (THP), and tetrahydrodeoxycorticosterone (THDOC) hind to the progesterone intracellular receptor (PR) and in this way can also regulate gene expression. Animal experimentation showed that cardinal symptoms of depression, anxiety, sleep disturbances, and memory dysfunctions are partly regulated by NAS. In turn, NAS and NS levels are modulated by psychotropic medications. NS levels, as well as NAS plasma concentrations, change in patients with depression syndromes, the levels return to normal baseline with recovery, but normalization is not necessary for successful therapy. Rather than with nosological syndromes and psychiatric disorders, NAS and NS steroid levels seem to correlate with specific symptoms. Hence, it will be profitable to search for and establish symtom-steroid relationships, as well as pharmacological and endogenous factors that can modulate NS biosynthesis and NAS formation, to be able to use these steroids in therapy.