The solubility of testosterone, boldenone, androstenone, etiocholanolone, and epitestosterone are measured in pure supercritical CO2. Testosterone exhibited the highest solubility in supercritical CO2. The solubility of all steroids except epitestosterone increased by one order of magnitude with increasing pressure from 100 to 400 atm. Epitestosterone had the lowest solubility in supercritical CO2 and its solubility was not affected by pressure. The extraction efficiency of steroids from an aqueous saline environment exceeded 95%. Because of the partial solubility of water in supercritical CO2, the addition of a moisture trap after the aqueous vessel is necessary to prevent the plugging and deterioration of the gas chromatographic (GC) column. It is demonstrated that on-line supercritical fluid extraction-GC-mass spectrometry is feasible for the quantitative extraction and analysis of steroids from both saline and urine solutions. However, it is determined that the adsorbent vessel filled with Hydromatrix is not sufficient to trap all the moisture, and after 3 to 4 extractions, the GC column efficiency lowered.