Steroidal compounds have attracted great attentions in biomedical and pharmacological areas. The investigation of structural influences during protein–compound interactions helps in understanding both the biological effects and the mechanism behind bioactivities of steroidal compounds. Herein, the structural influences of three steroidal complexes were investigated based on their binding interactions with human serum albumin (HSA) by multispectroscopic methods and molecular modeling techniques. Three steroidal compounds bonded with HSA to form three HSA-compound complexes, and van der Waals force and hydrogen bond played major roles in stabilizing these complexes. Detailed binding conformation of three steroidal compounds and HSA was further investigated by molecular modeling techniques. The changes of microenvironments and conformations of HSA were significant and the biological activity of HSA was weakened in the present of three steroidal compounds. The space steric hindrance was responsible for differences in the binding interactions between HSA and three steroidal compounds. These results provided the molecular understanding of binding interactions of protein with steroidal compounds and the strategy for research of structural influences.