In the search of the sleep substance, many studies have been addressed for different hormones, responsible for sleep-wake cycle regulation. In this article we mentioned the participation of steroid hormones, besides its role regulating sexual behavior, they influence importantly in the sleep process. One of the clearest relationships are that estrogen and progesterone have, that causing changes in sleep patterns associated with the hormonal cycles of women throughout life, from puberty to menopause and specific periods such as pregnancy and the menstrual cycle, including being responsible for some sleep disorders such as hypersomnia and insomnia. Another studied hormone is cortisol, a hormone released in stressful situations, when an individual must react to an extraordinary demand that threatens their survival, but also known as the hormone of awakening because the release peak occurs in the morning, although this may be altered in some sleep disorders like insomnia and mood disorders. Furthermore neurosteroids such as pregnanolone, allopregnanolone and pregnenolone are involved in the generation of slow wave sleep, the effect has been demonstrated in experimental animal studies. Thus we see that the sleep and the endocrine system saved a bidirectional relationship in which depends on each other to regulate different physiological processes including sleep.