Steroids have numerous physiological functions associated with cellular signaling or modulation of the lipid membrane structure and dynamics, and as such, they have found broad pharmacological applications. Steroid–membrane interactions are relevant to multiple steps of steroid biosynthesis and action, as steroids are known to interact with neurotransmitter or membrane steroid receptors, and steroids must cross lipid membranes to exert their physiological functions. Therefore, rationalizing steroid function requires understanding of steroid–membrane interactions. We combined molecular dynamics simulations and isothermal titration calorimetry to characterize the conformations and the energetics of partitioning, in addition to the kinetics of flip–flop transitions and membrane exit, of 26 representative steroid compounds in a model lipid membrane. The steroid classes covered in this study include birth control and anabolic drugs, sex and corticosteroid hormones, neuroactive steroids, as well as steroids modulating the lipid membrane structure. We found that the conformational ensembles adopted by different steroids vary greatly, as quantified by their distributions of tilt angles and insertion depths into the membrane, ranging from well-defined steroid conformations with orientations either parallel or normal to the membrane, to wide conformational distributions. Surprisingly, despite their chemical diversity, the membrane/water partition coefficient is similar among most steroids, except for structural steroids such as cholesterol, leading to similar rates for exiting the membrane. By contrast, the rates of steroid flip–flop vary by at least 9 orders of magnitude, revealing that flip–flop is the rate-limiting step during cellular uptake of polar steroids. This study lays the ground for a quantitative understanding of steroid–membrane interactions, and it will hence be of use for studies of steroid biosynthesis and function as well as for the development and usage of steroids in a pharmacological context.