Testosterone, estradiol, and dihydrotestosterone are the main sex steroid hormones responsible for the organization and sexual differentiation of brain structures during early development. The hypothalamo-pituitary-adrenocortical axis, adrenal cells, and gonads play a key role in the production of sex steroids and express adenosine receptors. Caffeine is a non-selective adenosine antagonist; therefore, it can modulate metabolic pathways in these tissues. Besides, the proportion of pregnant women that consume caffeine is similar to 60%. That is why the relationship between maternal caffeine consumption and fetal development is important. Therefore, we aimed to investigate this modulatory effect of maternal caffeine consumption on sex steroids in the fetal and neonatal brain tissues. Pregnant rats were treated with a low (0.3 g/L) or high (0.8 g/L) dose of caffeine in their drinking water during pregnancy and lactation. The testosterone, estradiol, and dihydrotestosterone levels in the frontal cortex and hypothalamus were measured using radioimmunoassay at embryonic day 19 (E19), birth (PN0), and postnatal day 4 (PN4). The administration of low-dose caffeine increased the body weight in PN4 male and female rats and anogenital index in PN4 males. The administration of high-dose caffeine decreased the adrenal weight in E19 male rats and increased testosterone levels in the frontal cortex of E19 female rats and the hypothalamus of PN0 male rats. Maternal caffeine intake during pregnancy affects sex steroid levels in the frontal cortex and hypothalamus of the offspring. This concentration changes of the sex steroids in the brain may influence behavioral and neuroendocrine functions at some point in adult life.