Adrenal function is essential for survival and well-being of preterm babies. In addition to glucocorticoids, it has been hypothesized that C19-steroids (DHEA-metabolites) from the fetal zone of the adrenal gland may play a role as endogenous neuroprotective steroids. In 39 term-born (≥37 weeks gestational age), 42 preterm (30-36 weeks) and 51 early preterm (<30 weeks) infants 38 steroid metabolites were quantified by GC-MS in 24-h urinary samples. In each gestational age group, three distinctive cluster were identified by pattern analysis (k-means clustering). Individual steroidal fingerprints and clinical phenotype were analyzed at the 3rd day of life. Overall, the excretion rates of C21-steroids (glucocorticoid precursors, cortisol, and cortisone metabolites) were low (<99 μg/kg body weight/d) whereas the excretion rates of C19-steroids were up to 10 times higher. There was a shift to higher excretion rates of C19-steroids in both preterm groups compared to term infants but only minor differences in the distribution of C21-steroids. Comparable metabolic patterns were found between gestational age groups: Cluster 1 showed mild elevation of C21- and C19-steroids with the highest incidence of neonatal morbidities in term and severe intraventricular hemorrhage in early preterm infants. In cluster 2 lowest excretion in general was noted but no clinically unique phenotype. Cluster 3 showed highest elevation of C21-steroids and C19-steroids but no clinically unique phenotype. Significant differences in steroid metabolism between clusters are only partly reflected by gestational age and disease severity. In early preterm infants, higher excretion rates of glucocorticoids and their precursors were associated with severe cerebral hemorrhage. High excretion rates of C19-steroids in preterm infants may indicate a biological significance.