The circadian clock is phase-delayed or -advanced by light when given at early or late subjective night, respectively. Despite the importance of the time-of-day-dependent phase responses to light, the underlying molecular mechanism is poorly understood. Here, we performed a comprehensive analysis of light-inducible genes in the chicken pineal gland, which consists of light-sensitive clock cells representing a prototype of the clock system. Light stimulated expression of 62 genes and 40 ESTs by >2.5-fold, among which genes responsive to the heat shock and endoplasmic reticulum stress as well as their regulatory transcription factors heat shock factor (HSF)1, HSF2, and X-box-binding protein 1 (XBP1) were strongly activated when a light pulse was given at late subjective night. In contrast, the light pulse at early subjective night caused prominent induction of E4bp4, a key regulator in the phase-delaying mechanism of the pineal clock, along with activation of a large group of cholesterol biosynthetic genes that are targets of sterol regulatory element-binding protein (SREBP) transcription factor. We found that the light pulse stimulated proteolytic formation of active SREBP-1 that, in turn, transactivated E4bp4 expression, linking SREBP with the light-input pathway of the pineal clock. As an output of light activation of cholesterol biosynthetic genes, we found light-stimulated pineal production of a neurosteroid, 7α-hydroxypregnenolone, demonstrating a unique endocrine function of the pineal gland. Intracerebroventricular injection of 7α-hydroxypregnenolone activated locomotor activities of chicks. Our study on the genome-wide gene expression analysis revealed time-of-day-dependent light activation of signaling pathways and provided molecular connection between gene expression and behavior through neurosteroid release from the pineal gland.