Sea lampreys (Petromyzon marinus) are basal vertebrates that exhibit reproductive control via a hypothalamic-pituitary-gonadal axis. The function and evolution of the hypothalamic and pituitary peptide hormones are well studied in this species, whereas the functions of classical sex steroid hormones have not been well established due to their low or non-detectable plasma levels. Sea lamprey pheromone 3-keto petromyzonol sulfate (3kPZS) has been shown to increase while 3-keto allocholic acid (3kACA) decreases plasma 15α-hydroxyprogesterone (15αP) levels in prespermiating males (PSM) but not in preovulatory females (POF). However, spermiating male washings that contain both 3kPZS and 3kACA facilitate spawning in both sexes. Therefore, we wondered if the effects of pheromones on POF were elicited by classical steroid hormones such as progesterone, androstenedione, testosterone and estradiol. We hypothesized that waterborne 3kACA and 3kPZS differentially alter steroid hormone levels in prespawning sea lampreys. We determined the sex differences and pheromonal effects on steroid hormone levels in prespawning sea lampreys using sensitive ultra-performance liquid chromatography tandem mass spectrometry (UPLC-MS/MS) methods. Some PSM became spermiating (SM) at the time of sample collection, and those data were treated as a separate group. We found that males contained more androstenedione and progesterone in the gonad and more estradiol and testosterone in the plasma than POF, whereas POF contained more gonadal testosterone than males (no detectable gonadal testosterone). In POF, 3kPZS decreased gonadal androstenedione but increased gonadal progesterone and plasma estradiol, whereas 3kACA only increased gonadal progesterone levels. Exposure to 3kPZS for 4 h increased plasma 15αP in POF and SM, and gonadal 15αP in POF. Interestingly, 3kACA or 3kPZS depleted gonadal or plasma 15αP in PSM at various time points. On the other hand, both pheromones had no significant effect on androstenedione, progesterone or estradiol levels in males. Plasma testosterone levels did not change after pheromone exposure in both sexes. We conclude that sea lamprey pheromones 3kACA and 3kPZS induced differential steroidal responses in POF, PSM and SM.