We are interested in the interaction of steroids and behavior, including psychiatric disorders, as revealed by animal models. Here we use a small slice of steroid - psychopathology interactions as a heuristic template for research in the broader field. Specifically, the review examines anxiety in relation to the sex steroidal changes prior to puberty. Ontogeny of psychopathology is understudied in children and has been largely neglected by animal researchers. This is likely due to the common belief that psychiatric disorders are the exclusive domain of humans after achieving puberty. Yet, most major psychiatric disorders have been documented in children, and anxiety is the most commonly occurring disorder in children. Many of the same factors that predispose adults to psychopathology have their antecedents in childhood. This review is to examine the literature on steroids and the emergence of anxiety in children and prepubertal laboratory animals. The literature on hormonal relations to anxiety in children or in young animal models is small and requires tying together disparate studies to reveal patterns that suggest topics most in need of experimental attention.  The primary conclusions are that there are sex differences in most forms of anxiety in children, most commonly with girls expressing the disorders at an earlier age and in greater number than boys. Findings from the animal literature largely support that conclusion. Endocrine factors underlying these sex differences may include fetal organization from androgens or estrogen, or subtle effects of current gonadal sex steroids during prepuberty. However, the low circulating levels of the gonadal hormones in juvenile animals and children recommended that we look elsewhere for an endocrine mechanism. By contrast, adrenal steroids androstenedione, dehydroepiandrosterone (DHEA) and its sulfate (DHEA-S) increase well before the pubertal rise in gonadal hormones. We suggest that this event, the adrenarche, is the most likely endocrine factor contributing to anxiety in youngsters.