Peripheral neuropathy (PN) refers to many conditions involving damage to the peripheral nervous system (PNS). Usually, PN causes weakness, numbness and pain and is the result of traumatic injuries, infections, metabolic problems, inherited causes, or exposure to chemicals. Despite the high prevalence of PN, available treatments are still unsatisfactory. Neuroactive steroids (i.e., steroid hormones synthesized by peripheral glands as well as steroids directly synthesized in the nervous system) represent important physiological regulators of PNS functionality. Data obtained so far and here discussed, indeed show that in several experimental models of PN the levels of neuroactive steroids are affected by the pathology and that treatment with these molecules is able to exert protective effects on several PN features, including neuropathic pain. Of note, the observations that neuroactive steroid levels are sexually dimorphic not only in physiological status but also in PN, associated with the finding that PN show sex dimorphic manifestations, may suggest the possibility of a sex specific therapy based on neuroactive steroids.