The emotion of disgust protects individuals against pathogens, and it has been found that during pregnancy, it is elevated. Physiological mechanisms discussed in relation to these changes include immune markers and progesterone levels. The aim of this study is to assess the association between steroids and disgust in pregnancy. In a sample of 179 pregnant women, we have analyzed blood serum steroid concentrations and measured disgust sensitivity by text-based questionnaires in the first and third trimester. We found positive correlations between disgust sensitivity and the levels of C19 steroids, including testosterone, but also its precursors in the Δ5 pathway (androstenediol, DHEA, and their sulfates) and the Δ4 pathway (androstenedione). Furthermore, positive correlations between disgust sensitivity and 5α/β-reduced C19 steroid metabolites were consistently present in both trimesters. In the first trimester, we found a positive association between disgust sensitivity and 17-hydroxypregnanolone as well as some estrogens. In the third trimester, we have observed positive associations between disgust sensitivity and cortisol as well as immunoprotective Δ5 C19 7α/β-hydroxy-steroids. Our study has thus shown that disgust sensitivity is positively correlated with immunomodulatory steroids, and in the third trimester, steroids may reflect potential maternal anxiety-related symptoms.