The putative role and use of dehydroepiandrosterone (DHEA) as replacement therapy for menopausal women has been under consideration during the latest years. DHEA is one of the main adrenal hormones that progressively reduces its plasmatic levels from the beginning of ageing. This phenomenon implies not only the reduction of the plasmatic androgens but also the decrease of a peculiar category of hormones, named neurosteroids, in particular one: allopregnanolone. This review aims to elucidate the peculiar aspects of DHEA administration and its putative use as substitutive/integrative hormonal treatment alone or in combination with the traditional hormone replacement therapy.