Well-established associations between reproductive characteristics and epithelial ovarian cancer (EOC) support an involvement of sex steroid hormones in the etiology of EOC. Limited previous studies have evaluated circulating androgens and the risk of EOC, and estrogens and progesterone have been investigated in only one of the previous studies. Furthermore, there is little data on potential heterogeneity in the association between circulating hormones and EOC by histological subgroup. Therefore, we conducted a nested case-control study within the Finnish Maternity Cohort and the Northern Sweden Maternity Cohort to investigate the associations between circulating pre-diagnostic sex steroid concentrations and the histological subtypes of EOC. We identified 1052 EOC cases among cohort members diagnosed after recruitment (1975-2008) and before March 2011. Up to three controls were individually matched to each case (n=2694). Testosterone, androstenedione, 17-hydroxyprogesterone (17-OHP), progesterone, estradiol (E2), and sex hormone-binding globulin levels were measured in serum samples collected during the last pregnancy before EOC diagnosis. We used conditional logistic regression to estimate odds ratios (ORs) and 95% CIs. Associations between hormones and EOC differed with respect to tumor histology and invasiveness. Sex steroid concentrations were not associated with invasive serous tumors; however, doubling of testosterone and 17-OHP concentration was associated with approximately 40% increased risk of borderline serous tumors. A doubling of androgen concentrations was associated with a 50% increased risk of mucinous tumors. The risk of endometrioid tumors increased with higher E2 concentrations (OR: 1.89 (1.20-2.98)). This large prospective study in pregnant women supports a role of sex steroid hormones in the etiology of EOC arising in the ovaries.