New Yarrowia lipolytica strains for the co-expression of steroidogenic mammalian proteins were obtained in this study. For this purpose, a two-step approach for constructing recombinant strains that permits the simple introduction of several expression cassettes encoding heterologous proteins into the yeast genome was successfully applied. This study tested two series of integrative multi-copy expression vectors containing cDNAs for the mature forms of P450scc system components (cytochrome P450scc (CYP11A1), adrenodoxin reductase, adrenodoxin, or fused adrenodoxin-P450scc) or for P45017α (CYP17A1) under the control of the isocitrate lyase promoter pICL1, which were constructed using the basic plasmids p64PT or p67PT (rDNA or the long terminal repeat (LTR) zeta of Ylt1 as integration targeting sequences and ura3d4 as a multi-copy selection marker). This study demonstrated the integration of up to three expression vectors containing different heterologous cDNA via their simultaneous transformation into haploid recipient strains. Additionally, further combinations of the different expression cassettes in one strain were obtained by subsequent diploidisation using selected haploid multi-copy transformants. Thus, recombinant strains containing three to five different expression cassettes were obtained, as demonstrated by Southern blotting. Expression of P450scc system proteins was identified by western blotting. The presented method for recombinant strain construction is a useful tool for the heterologous expression of multi-component enzyme systems in Y. lipolytica.