Allopregnanolone, a neurosteroid acting as a potent anxiolytic agonist of the gamma-aminobutyric acid A receptor, has been shown in animal models to modify its concentrations at central and peripheral levels according to the estrous cycle. Moreover, it modulates behavioral and biochemical responses to acute and chronic stress, anxiety, depression, aggressiveness, convulsions, anesthesia, sleep, memory, pain and feeding. These observations suggest that fluctuations of allopregnanolone might be involved in the development, course and prognosis of some mental disorders in humans. This has been hypothesized for depressive disorders, premenstrual dysphoria, anorexia and bulimia nervosa and Alzheimer's disease, where increased, decreased or dysregulated secretion of the main neurosteroids and their metabolites has been observed. Women show a marked gender-related sensitivity to disadaptive disorders. In addition to the well-studied role of sex steroids in modulating mood and behavior, a putative involvement of neurosteroid fluctuations, and in particular of allopregnanolone, has recently been hypothesized. In fact, several paraphysiological events and various disadaptive disorders in women are associated with modifications of circulating levels of this neurosteroid that might associated with a certain vulnerability to an altered adaptation to stressful life events.