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Neurosteroids are neuroactive brain-born steroids. They can act through non-genomic and/or through genomic pathways. Genomic pathways are largely described for steroid hormones: the binding to nuclear receptors leads to transcription regulation. Pregnenolone, Dehydroepiandrosterone, their respective sulfate esters and Allopregnanolone have no corresponding nuclear receptor identified so far whereas some of their non-genomic targets have been identified. Neuroplasticity is the capacity that neuronal networks have to change their structure and function in response to biological and/or environmental signals; it is regulated by several mechanisms, including those that involve neurosteroids.In this review, after a description of their biosynthesis, the effects of Pregnenolone, Dehydroepiandrosterone, their respective sulfate esters and Allopregnanolone on their targets will be exposed. We then shall highlight that neurosteroids, by acting on these targets, can regulate neurogenesis, structural and functional plasticity. Finally, we will discuss the therapeutic potential of neurosteroids in the pathophysiology of neurological diseases in which alterations of neuroplasticity are associated with changes in neurosteroid levels.