The conjugation of biologically active molecules is a powerful tool for drug discovery used to target a variety of multifunctional diseases including cancer. Conjugated drugs can provide combination therapies in a single multi-functional agent and, by doing so, be more specific and powerful than conventional classic treatments. Steroids are widely used for conjugation with other biological active molecules. This review refers to investigations of steroid conjugates as potential anticancer agents carried out mostly over the past decade. It consists of five parts in which the data concerning structure and anticancer activity of steroid conjugates with DNA alkylating agents, metallocomplexes, approved drugs, some biological active molecules, some natural compounds and related synthetic analogs are described. © 2020 Elsevier Masson SAS