The brain has long been known as a dimorphic organ and as a target of sex steroids. It is also a site for their synthesis. Sex steroids in numerous ways can modify cerebral physiology, and along with many processes adult neurogenesis is also modulated by sex steroids. This review will focus on the effects of the main steroids, estrogens, androgens and progestogens, and unveil some aspects of their partly disclosed mechanisms of actions. Gonadal steroids act on different steps of neurogenesis: cell proliferation seems to be increased by estrogens only, while androgens and progestogens favor neuronal renewal by increasing cell survival; differentiation is a common target. Aging is characterized by a cognitive deficiency, paralleled by a decrease in the rate of neuronal renewal and in the levels of circulating gonadal hormones. Therefore, the effects of gonadal hormones on the aging brain are important to consider. The review will also be expanded to related molecules which are agonists to the nuclear receptors. Sex steroids can modify adult neuronal renewal and the extensive knowledge of their actions on neurogenesis is essential, as it can be a leading pathway to therapeutic perspectives.