Steroid receptors are ligand-induced transcription factors that have broad functions among all living animal species, ranging from control of sex differences, body weight, stress responses, and many others. Their binding to coregulator proteins is regulated by corepressors and coactivators that interchange upon stimulation with a ligand. Coregulator proteins are an imperative and understudied aspect of steroid receptor signaling. Here, we discuss steroid receptor basics from protein domain structures that allow them to interact with coregulators and other proteins, their essential functions as transcription factors, and other elemental protein-protein interactions. We deliberate about the mechanisms that coregulators control in steroid receptor signaling, sex hormone signaling differences, sex hormone treatment in the opposite sex, and how these affect the coregulator and sex steroid receptor complexes. The steroid receptor-coregulator signaling mechanisms are essential built-in components of the mammalian DNA that mediate physiological and everyday functions. Targeting their crosstalk might be useful when imbalances lead to disease. We introduce novel technologies, such as the PamGene PamStation, that make investigating the heterogeneity of the steroid receptor-coregulator complexes and targeting their binding more feasible. This review provides an extensive understanding of steroid receptor-coregulator signaling and how these interactions are intrinsic to many physiological functions that may offer therapeutic advantages.