Aging is a general process of functional decline which involves in particular a decline of cognitive abilities. However, the severity of this decline differs from one subject to another and inter-individual differences have been reported in humans and animals. These differences are of great interest especially as concerns investigation of the neurobiological factors involved in cognitive aging. Intensive pharmacological studies suggest that neurosteroids, which are steroids synthesized in the brain in an independent manner from peripheral steroid sources, could be involved in learning and memory processes. This review summarizes data in animals and humans in favor of a role of neurosteroids in cognitive aging. Studies in animals demonstrated that the neurosteroids pregnenolone (PREG) and dehydroepiandrosterone (DHEA), as sulfate derivatives (PREGS and DHEAS, respectively), display memory-enhancing properties in aged rodents. Moreover, it was recently shown that memory performance was correlated with PREGS levels in the hippocampus of 24-month-old rats. Human studies, however, have reported contradictory results. First, improvement of learning and memory dysfunction was found after DHEA administration to individuals with low DHEAS levels, but other studies failed to detect significant cognitive effects after DHEA administration. Second, cognitive dysfunctions have been associated with low DHEAS levels, high DHEAS levels, or high DHEA levels; while in other studies, no relationship was found. As future research perspectives, we propose the use of new methods of quantification of neurosteroids as a useful tool for understanding their respective role in improving learning and memory impairments associated with normal aging and/or with pathological aging, such as Alzheimer's disease.