Neurosteroids and neurosterols are found in brain at low levels (ng/g-microg/g) against a high background of cholesterol (mg/g). As such their analysis can be challenging. Traditionally, these molecules have been analysed by gas chromatography (GC)-mass spectrometry (MS), however, the absence of molecular ions in GC-MS spectra, even from derivatised molecules, can make the discovery and identification of novel neurosteroids/sterols difficult. To avoid this scenario, liquid chromatography (LC) combined with desorption ionisation methods are employed. In this review we discuss the application of LC-MS and LC-tandem mass spectrometry (MS/MS) for the identification of neurosteroids/sterols, paying particular attention to the use of low-flow-rate LC to maximise chromatographic and mass spectrometric performance.