3α-5α-Tetrahydroprogesterone, a progesterone metabolite also known as allopregnanolone, and 5α-androstane-3α,17β-diol, a testosterone metabolite also known as 3α-androstanediol, are neuroactive steroids and positive GABAA receptor allosteric modulators. Both anorexia nervosa (AN) and obesity are complicated by affective co-morbidities and hypothalamic-pituitary-gonadal dysregulation. However, it is not known whether neuroactive steroid levels are abnormal at the extremes of the weight spectrum. We hypothesized that serum allopregnanolone and 3α-androstanediol levels would be decreased in AN compared to healthy controls (HC) and negatively associated with affective symptoms throughout the weight spectrum, independent of body mass index (BMI). Thirty-six women were 1 : 1 age-matched across three groups: AN, HC, and overweight/obese (OW/OB). AN were amenorrheic; HC and OW/OB were studied in the follicular phase. Fasting serum neuroactive steroids were measured by gas chromatography/mass spectrometry. Mean Hamilton depression and anxiety scores were highest in AN (p<0.0001). Mean serum allopregnanolone was lower in AN and OW/OB than HC (AN 95.3±56.4 vs OW/OB 73.8±31.3 vs HC 199.5±167.8 pg/ml, p=0.01), despite comparable mean serum progesterone. Allopregnanolone, but not progesterone, was negatively associated with depression and anxiety symptom severity, independent of BMI. Serum 3α-androstanediol levels did not differ among groups and were not associated with depression or anxiety scores, despite a significant negative association between free testosterone levels and both anxiety and depression severity. In conclusion, women at both extremes of the weight spectrum have low mean serum allopregnanolone, which is associated with increased depression and anxiety severity, independent of BMI. Neuroactive steroids such as allopregnanolone may be potential therapeutic targets for depression and anxiety in traditionally treatment-resistant groups including AN.