Environmental stimuli, including sex hormones and oxidative stress (OS), affect bone balance, modifying the epigenetic profiles of key osteogenic genes. Nonetheless, the interplay between sex steroids, epigenome and OS has yet be fully elucidated. This paper aims to study in vitro the role of sex steroids in OS-induced alteration in bone cells’ homeostasis, and to assess the possible contribution of epigenetic modifications. Toward this purpose, osteoblast (MC3T3-E1) and osteocyte (MLOY-4) cell lines were exposed to two different sources of free oxygen radicals, i.e., tert-butyl hydroperoxide and dexamethasone, and the protective effect of pre-treatment with androgens and estrogens was evaluated. In particular, we analyzed parameters that reflect bone cell homeostasis such as cell viability, cell migration, transcriptomic profile, transcriptional activity, and epigenetic signature. Our findings indicate that estrogens and androgens counteract OS effects. Using partially overlapping strategies, they reduce OS outcomes regarding cell viability, cell migration, the transcriptomic profile of gene families involved in bone remodeling, and epigenetic profile, i.e., H3K4me3 level. Additionally, we demonstrated that the protective effect of steroids against OS on bone homeostasis is partially mediated by the Akt pathway. Overall, these results suggest that the hormonal milieu may influence the mechanisms of age-related bone disease.