Traditionally, sexual differentiation of the brain was thought to be driven by gonadal hormones, particularly testosterone (T). However, recent studies in songbirds suggest that other steroids may also be important. For example, dehydroepiandrosterone (DHEA) can be synthesized by the gonads, adrenal glands, and/or brain and locally metabolized into T and 17β-estradiol (E(2)). Here, we examined DHEA and E(2) levels in the brain, peripheral tissues, and plasma of wild European starlings (Sturnus vulgaris). In Study 1, samples were collected from males and females at P0 (day of hatch), P6, and P8. In Study 2, samples were collected at P4. At P0, DHEA levels in the diencephalon were higher in males than females. DHEA levels were generally high in the gonads and adrenals, and they were higher in testes than ovaries at P8. Further, E(2) levels were non-detectable in most brain samples, suggesting that DHEA was not metabolized to E(2) or that locally produced E(2) was rapidly inactivated. At P4, DHEA levels in telencephalic regions were lower in males than females. Taken together, these data suggest that sex differences in peripheral DHEA secretion and neural DHEA metabolism at specific ages during development might play a role in sexual differentiation of the songbird brain.