For some years it has been believed that during HIV infection the plasma levels of steroid hormones vary, due to general neuroendocrine modifications and in the HPA axis. This could affect the pathogenesis and evolution of the infection. The evolution of HIV infection has been seen to be different in women and in men, and though the role of female hormones, estradiol and progesterone, has been studied, the involvement of male hormones, testosterone and DHEA, in the evolution of HIV and AIDS has not been as well documented. In a previous study, we have observed the different progression of the infection by feline immunodeficiency virus (FIV) and feline leukemia virus (FeLV) in male and female cats. Here we review the most current knowledge regarding the role of male steroids on retroviral infections, with special emphasis on HIV and feline retroviral infections.