By inspiration of significant anti-cancer activity of our previously screened natural ergosterol peroxide (EP), a series of novel steroidal 5α,8α-endoperoxide derivatives 5a–d and 14a–f were designed, synthesized, and biologically evaluated for their in vitro anti-proliferative inhibitory and cytotoxic activity. The results revealed that most of these compounds showed moderate-to-excellent anti-proliferative effects against the tested cancer cell lines (i.e. HepG2, SK-Hep1, MDA-MB-231 and MCF-7). Among them, compound 5b and 14d exhibited preferable inhibitory activities (IC50 of 5b and 14d are 8.07 and 9.50 μM against HepG2, respectively). The structure-activity relationships indicated that incorporation the peroxidic bridge to the steroid scaffolds at C-5 and C-8 positions together with the aliphatic side-chain at the C-17 position would provide synergistic effect for the bioactivity.