Peripheral nervous system possesses both classical and non-classical steroid receptors and consequently may represent a target for the action of neuroactive steroids. The present review summarizes the state of art of this intriguing field of research reporting data which indicate that neuroactive steroids, like for instance progesterone, dihydroprogesterone, tetrahydroprogesterone, dihydrotestosterone and 3alpha-diol, stimulate the expression of two important proteins of the myelin of peripheral nerves, the glycoprotein P0 (P0) and the peripheral myelin protein 22 (PMP22). Interestingly, the mechanisms by which neuroactive steroids exert their effects involve classical steroid receptors, like for instance progesterone and androgen receptors, in case of P0 and non-classical steroid receptors, like GABA(A) receptor, in case of PMP22. Moreover, neuroactive steroids not only control the expression of these specific myelin proteins, but also influence the morphology of myelin sheaths and axons suggesting that these molecules may represent an interesting new therapeutic approach to maintain peripheral nerve integrity during neurodegenerative events.