Produced by the mitochondria and endoplasmic reticulum, neurosteroids such as allopregnanolone are neuroprotective molecules that influence various neuronal functions and regulate neuroinflammation. They are reduced in neurodegenerative diseases, while in the Wobbler mouse model, allopregnanolone and its precursor progesterone showed protective effects on motor neuron degeneration. This single-center case-control study included 37 patients with amyotrophic lateral sclerosis (ALS) and 28 healthy controls. Cerebrospinal fluid (CSF) neurosteroid levels were quantified using liquid chromatography–electrospray tandem mass spectrometry and compared between the two cohorts. Neurosteroid concentrations have been correlated with neuroinflammation and neurodegeneration biomarkers detected through an automated immunoassay, along with disease features and progression. Pregnenolone, progesterone, allopregnanolone, pregnanolone, and testosterone levels were significantly lower in ALS patients’ CSF compared to healthy controls. A significant inverse correlation was found between neurofilament and neurosteroid levels. Neurosteroid concentrations did not correlate with disease progression, phenotype, genotype, or survival prediction. Our study suggests the independence of the disease features and its progression, from the dysregulation of neurosteroids in ALS patients’ CSF. This neurosteroid reduction may relate to disease pathogenesis or be a consequence of disease-related processes, warranting further research. The inverse correlation between neurosteroids and neurofilament levels may indicate a failure of compensatory neuroprotective mechanisms against neurodegeneration.