Neurosteroids are endogenous modulators of nervous excitability. There is increasing evidence of sedative, anxiolytic, analgesic and anticonvulsant properties of neurosteroids. Progesterone and allopregnanolol participate in adaptation to stress, and also have immunomodulating activity and cytoprotective properties. Neurosteroids have the potential therapeutic possibilities associated with molecular mechanisms of the epileptogenesis interruption and modulation of neuroinflammation and neurogenesis in the brain.