In this review we discuss evidence indicating the existence of specific binding receptor sites for progesterone (P), estrogen (E), and testosterone (T) in neural membranes. The review starts with the methodological approaches for studying receptor binding sites in neural membranes. Second, we examine the physiological and biochemical data supporting the concept of cognate membrane receptors for P, E, and T, the so-called mPR, mER, and mTR. Last, we present an overview emphasizing the concept of continuity of action of steroids on cells from the outer surface to nuclear events.