Sex steroid hormones, including estrogen, progesterone, and androgen, mediate their biological effects on cell proliferation, differentiation, and homeostasis through their respective nuclear receptors. In addition to functioning as ligand-activated nuclear transcription factors to regulate gene transcription, these receptors also have been shown to mediate rapid activation of non-genomic signaling pathways independent of their transcriptional activity. Despite the fact that non-genomic effects of sex steroids have been observed since more than three decades ago, the receptor mechanisms mediating these rapid effects still are not well understood. A subpopulation of nuclear steroid receptors localized to the cell membrane or cytoplasm has been proposed to mediate steroid hormone activation of signaling pathways; however, novel membrane receptors unrelated to nuclear receptors have also been implicated. This review focuses on recent advances in our understanding of the nature of the receptors and mechanisms responsible for rapid non-genomic signaling actions of sex steroids, including novel membrane receptors and interactions of nuclear steroid receptors with membrane and cytoplasmic signaling molecules such as adapter proteins, G proteins, ion channels, and protein kinases. A better definition of receptor mechanisms involved in mediating activation of non-genomic signaling pathways is important to our overall understanding of the biology of steroid hormones.