In this study, pregnenolone sulfate, progesterone and some of its main reduced metabolites were tested for anxiolytic properties in rats using the burying behavior paradigm. All steroids were subcutaneously injected. Progesterone (0.5, 1.0, 2.0 and 4.0 mg/rat) and its 3 alpha-5 alpha-reduced metabolite (0.125, 0.250, 0.5 and 1.0 mg/rat) produced a clear dose-dependent anxiolytic response, without affecting the spontaneous ambulatory behavior. 5 alpha-Pregnanedione decreased burying behavior only at the highest dose (4.0 mg/rat). Pregnenolone sulfate (1.0, 2.0 and 4.0 mg/rat), 5 beta-pregnanedione and 3 beta- or 5 beta-pregnenolones were devoid of effects. The 3 beta-5 beta-reduced metabolite of progesterone (2.0 and 4.0 mg/rat) decreased motor activity, without altering the burying behavior. These results demonstrate that the 3 alpha-5 alpha metabolite of progesterone shows the highest anxiolytic potency in the burying behavior test, when compared with all steroids evaluated. The data are discussed in terms of the close structure-activity relationship requirements of steroids to stimulate the GABA/benzodiazepine receptor-chloride ionophore complex.