This review is focused on the physiological and pathophysiological relevance of steroids influencing the activities of the central and peripheral nervous systems with regard to their concentrations in body fluids and tissues in various stages of human life like the fetal development or pregnancy. The data summarized in this review shows that DHEA and its unconjugated and sulfated metabolites are physiologically and pathophysiologically relevant in modulating numerous ion channels and participate in vital functions of the human organism. DHEA and its unconjugated and sulfated metabolites including 5α/β-reduced androstane steroids participate in various physiological and pathophysiological processes like the management of GnRH cyclic release, regulation of glandular and neurotransmitter secretions, maintenance of glucose homeostasis on one hand and insulin insensitivity on the other hand, control of skeletal muscle and smooth muscle activities including vasoregulation, promotion of tolerance to ischemia and other neuroprotective effects. In respect of prevalence of steroid sulfates over unconjugated steroids in the periphery and the opposite situation in the CNS, the sulfated androgens and androgen metabolites reach relevance in peripheral organs. The unconjugated androgens and estrogens are relevant in periphery and so much the more in the CNS due to higher concentrations of most unconjugated steroids in the CNS tissues than in circulation and peripheral organs. This article is part of a Special Issue entitled "Essential role of DHEA".