There are 48 nuclear receptors in the human genome, and many members of this superfamily have been implicated in human diseases. The NR4A nuclear receptor family consisting of three members, NR4A1, NR4A2, and NR4A3 (formerly annotated as Nur77, Nurr1, and NOR1, respectively), are still orphan receptors but exert pathological effects on immune-related and neurological diseases. We previously reported that prostaglandin A1 (PGA1) and prostaglandin A2 (PGA2) are potent activators of NR4A3, which bind directly to the ligand-binding domain (LBD) of the receptor. Recently, the co-crystallographic structures of NR4A2-LBD bound to PGA1 and PGA2 were reported, followed by reports of the neuroprotective effects of these possible endogenous ligands in mouse models of Parkinson's disease. Based on these structures, we modeled the binding structures of the other two members (NR4A1 and NR4A3) with these potential endogenous ligands using a template-based modeling method, and reviewed the similarity and diversity of ligand-binding mechanisms in the nuclear receptor family.