Neuroactive steroids are potent modulators of microglial functions and are capable of counteracting their excessive reactivity. This action has mainly been ascribed to neuroactive steroids released from other sources, as microglia have been defined unable to produce neurosteroids de novo. Unexpectedly, immortalized murine microglia recently exhibited this de novo biosynthesis; herein, de novo neurosteroidogenesis was characterized in immortalized human microglia. The results demonstrated that C20 and HMC3 microglial cells constitutively express members of the neurosteroidogenesis multiprotein machinery—in particular, the transduceosome members StAR and TSPO, and the enzyme CYP11A1. Moreover, both cell lines produce pregnenolone and transcriptionally express the enzymes involved in neurosteroidogenesis. The high TSPO expression levels observed in microglia prompted us to assess its role in de novo neurosteroidogenesis. TSPO siRNA and TSPO synthetic ligand treatments were used to reduce and prompt TSPO function, respectively. The TSPO expression downregulation compromised the de novo neurosteroidogenesis and led to an increase in StAR expression, probably as a compensatory mechanism. The pharmacological TSPO stimulation the de novo neurosteroidogenesis improved in turn the neurosteroid-mediated release of Brain-Derived Neurotrophic Factor. In conclusion, these results demonstrated that de novo neurosteroidogenesis occurs in human microglia, unravelling a new mechanism potentially useful for future therapeutic purposes.