Two new steroids, ximaosteroid E (1) and ximaosteroid F (2), along with two known related compounds (3 and 4), were isolated from the Chinese soft coral Sinularia sp. Notably, 1 possesses an uncommon dihydrofuran group. Their structures were established from extensive spectroscopic analyses and comparisons of their spectral data with those reported in the literature. The absolute configuration of 2 was determined by applying the modified Mosher's method. In bioassay, compounds 1, 2, and 4 showed significant cytotoxicity against the HL-60 tumor cell line with IC50 values of 1.79, 4.03 and 0.69 μM, respectively.