Steroids hormones possess two distinct actions, a delayed genomic effect and a rapid non-genomic effect. Rapid steroid-triggered signaling is mediated by specific receptors localized most often to the plasma membrane. The nature of these receptors is of great interest and accumulated data suggest that G protein-coupled receptors (GPCRs) are appealing candidates. Increasing evidence regarding the interaction between steroids and specific membrane proteins, as well as the involvement of G protein and corresponding downstream signaling, have led to identification of physiologically relevant GPCRs as steroid extranuclear receptors. Examples include G protein-coupled receptor 30 (GPR30) for estrogen, membrane progestin receptor for progesterone, G protein-coupled receptor family C group 6 member A (GPRC6A) and zinc transporter member 9 (ZIP9) for androgen, and trace amine associated receptor 1 (TAAR1) for thyroid hormone. These receptor-mediated biological effects have been extended to reproductive development, cardiovascular function, neuroendocrinology and cancer pathophysiology. However, although great progress have been achieved, there are still important questions that need to be answered, including the identities of GPCRs responsible for the remaining steroids (e.g., glucocorticoid), the structural basis of steroids and GPCRs’ interaction and the integration of extranuclear and nuclear signaling to the final physiological function. Here, we reviewed the several significant developments in this field and highlighted a hypothesis that attempts to explain the general interaction between steroids and GPCRs.