Glucocorticoids are the major immunomodulating hormones in the human body. Recently, increasing interest in androgens as immunomodulators has emerged. In particular, Dehydroepiandrosterone (DHEA) has been suggested as beneficial in the treatment of some autoimmune disorders. However, the action and role of testicular and adrenal androgens on human immune cells remains unclear. This is the first study to provide large-scale gene expression data on the action of different steroids (DHEA, glucocorticoids, and testosterone) on human peripheral blood mononuclear cells using the recently developed genomic-scale technology of microarrays. Novel computational tools and techniques such as Principal Component Analysis (PCA) were used for analysis, clustering and visualization. We have demonstrated that each steroid has its distinct gene expression profile, although DHEA and testosterone co-regulated most genes in a similar direction while glucocorticoids frequently regulated the same genes in an opposite direction. Our data suggest an important and a complex regulatory role for androgens on human immune cells that should be considered in androgen replacement or treatment strategies.