Nausea and vomiting in pregnancy (NVP) affect approximately 70 % of women worldwide. It is thought to have an adaptive function in the first trimester, when it protects the mother and the fetus against potential dangers from the diet. Proximate causes of NVP include hormonal changes during pregnancy. This longitudinal prospective study examined associations between various endogenous steroids and NVP. In the first and third trimester, pregnant women (N = 179) completed the Index of Nausea, Vomiting, and Retching questionnaire (92.1 % of women reported at least some symptoms of NVP in the first trimester and 37.4 % in the third trimester) and we analyzed their blood serum concentrations of 91 endogenous steroids. In the first trimester, NVP intensity was significantly positively associated with progesterone metabolites from the C21 5α/β-reduced steroid group (e.g., allopregnanolone sulfate) and with conjugated 5α-androstane-3α,17β-diol and conjugated 5α-androstane-3β,17β-diol. In the third trimester, we found significant negative associations between NVP and progesterone, conjugated testosterone, 7-oxo-DHEA, 5-androstene-3β,16α,17β-triol sulfate, some C21 Δ5 steroids (e.g., pregnenolone sulfate, 17-hydroxypregnenolone sulfate), and C21 5α/β-reduced steroids (such as allopregnanolone sulfate and conjugated pregnanolone). Our findings suggest that sulfated 3α-hydroxy-5α-steroids may contribute to NVP in early pregnancy by affecting brainstem regions involved in the vomiting reflex. In late pregnancy, higher levels of immunomodulatory androstanes and progesterone may reduce NVP severity via immune regulation and smooth muscle relaxation.