Cancer is one of the most common causes of death worldwide, and its development is a result of the complex interaction of genetic factors, environmental cues, and aging. Hormone-sensitive cancers depend on the action of one or more hormones for their development and progression. Sex steroids and corticosteroids can regulate different physiological functions, including metabolism, growth, and proliferation, through their interaction with specific nuclear receptors, that can transcriptionally regulate target genes via their genomic actions. Therefore, interference with hormones’ activities, e.g., deregulation of their production and downstream pathways or the exposition to exogenous hormone-active substances such as endocrine-disrupting chemicals (EDCs), can affect the regulation of their correlated pathways and trigger the neoplastic transformation. Although nuclear receptors account for most hormone-related biologic effects and their slow genomic responses are well-studied, less-known membrane receptors are emerging for their ability to mediate steroid hormones effects through the activation of rapid non-genomic responses also involved in the development of hormone-sensitive cancers. This review aims to collect pre-clinical and clinical data on these extranuclear receptors not only to draw attention to their emerging role in cancer development and progression but also to highlight their dual role as tumor microenvironment players and potential candidate drug targets.