We investigated the involvement of de novo neurosteroid synthesis in the mechanisms underlying the analgesic and antihyperalgesic effects of N-palmitoylethanolamine (PEA) in two models of acute and persistent pain, the formalin test and carrageenan-induced paw edema. The pivotal role of peroxisome proliferator-activated receptor (PPAR)-α in the antinocifensive effect of PEA was confirmed by the lack of this effect in PPAR-α-null mice. PEA antinociceptive activity was partially reduced when the animals were treated with aminoglutethimide or finasteride, implying that de novo neurosteroid synthesis is involved in the effect of PEA. Accordingly, in the spinal cord, the allopregnanolone (ALLO) levels were increased by PEA treatment both in formalin- and carrageenan-exposed mice, as revealed by gas chromatography-mass spectrometry. In agreement with those data, in both pain models, PEA administration in challenged mice specifically restored the expression of two proteins involved in neurosteroidogenensis, the steroidogenic acute regulatory protein (StAR) and cytochrome P450 side-chain cleavage (P450scc) in the ipsilateral horns of spinal cord, without affecting their expression in the contralateral side. These results provide new information about the involvement of de novo neurosteroid synthesis in the modulation of pain behavior by PEA.