Neurosteroids (NS) are steroids synthesized by the brain. Neuroactive steroids (NAS) refers to steroids that, independent of their origin, are capable of modifying neural activities. NAS bind and modulate different types of membrane receptors. The gamma amino butyric acid (GABA) and sigma receptor complexes have been the most extensively studied. Oxidized ring A reduced pregnanes, tetrahydroprogesterone (THP), and tetrahydrodeoxycorticosterone (THDOC) bind to the progesterone intracellular receptor (PR), and in this way can also regulate gene expression. Animal experimentation showed that salient symptoms of depression, viz., anxiety, sleep disturbances, and memory and sexual dysfunctions, are modulated by NAS. In turn, psychotropic drugs modulate NS and NAS levels. 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. Results from current studies on the evolution of nervous systems, including evolutionary developmental biology as well as anatomical and physiological findings, almost preclude a categorical classification of the psychiatric ailments the human brain succumbs to. The persistence in maintaining such essentialist classifications may help to explain why up to now the search for biological markers in psychiatry has been an unrewarding effort. It is proposed that it would be more fruitful to focus on relationships between NAS and symptoms of psychiatric disorders, rather than with typologically defined disorders.