Several biological, psychological, and cultural differences can explain the difference in pain perception between men and women. It is known that gonadal hormones influence the nociceptive response in animals and humans. The brain also has the ability to synthesize its own "sex hormones", also named neurosteroids. The aims of this thesis were: 1) to assess the physiological and psychological factors influencing the difference in pain perception between men and women, 2) to relate the levels of androgens and cortisol with clinical symptoms and pain perception in healthy volunteers and patients with fibromyalgia, and 3) to evaluate the involvement of gonadal hormones and of their 3α5α-reduced metabolites in the transmission of pain and the effectiveness of descending pain modulation systems (DPMS) in males and females using behavioral pain model in rats and mice.