Pregnenolone is an endogenous steroid hormone synthesized from cholesterol. As a “parent hormone”, pregnenolone can be converted to other hormones, including the sex hormones. For example, pregnenolone can be converted to progesterone, which can then be converted to DHEA, the precursor to testosterone and estrone. Pregnenolone is also a neurosteroid having anti-anxiety properties. It is found in high concentrations in the brain, where along with other neurosteroids, it impacts synaptic function, is neuroprotective, and enhances myelinization. Pregnenolone can improve memory, cognition, and learning due to its anti-inflammatory properties.