A reliable, convenient, and sensitive on-line sweeping-MEKC sample concentration technique has been applied for the simultaneous separation of six steroids including two pairs of epimer with 10 mM phosphate buffer (pH 7.0) that contains 80 mM sodium dodecyl sulfate (SDS), 14 mM β-cyclodextrin (β-CD), and 4% (v/v) methanol. The column length was 105 cm (effective length, 90 cm). Samples were hydrostatically injected for 600 s. The separation was performed at ambient temperature under an applied voltage of 25 kV. The external standard calibration curves of the six steroidal hormones proved good linearity (r2 = 0.9785–0.9941) within the concentration range 0.025–1.0 μg mL−1. The limit of detections of the on-line sweeping-MEKC with the ultraviolet detector at 220 nm for estrone, α-estradiol, β-estradiol, androstenedione, epitestosterone, and testosterone were 10, 24, 28, 53, 73, and 11 ng mL−1 and were 240, 125, 93, 47, 32, and 200 times more sensitive than MEKC, respectively. The Saccharomyces cerevisiae mediated simultaneous stereoselective reduction of estrone and androstenedione exhibited a 100% stereoselectivity toward β-estradiol and testosterone. The accuracy and precision achieved for the spiking experiments of the sweeping-MEKC were 95–98% and less than 3.8% (RSD), respectively.