Study on Allopregnanolone and Depression in Women Across the Menopause Transition

Inclusion Criteria:

* Healthy women ages 40 to 60 years in the menopause transition
* Depressive symptoms
* Psychotropic medications are allowed if the dose is stable prior to screening and throughout the study
* Able to read Arabic numerals and perform simple arithmetic
* Able to provide written informed consent

Exclusion Criteria:

* Systemic hormone therapy
* Contraindicated medications with pregnenolone
* Systemic corticosteroid
* Other psychiatric illnesses that are considered to be primary
* Current suicidal ideation
* Active substance use disorders
* Unstable medical conditions
* Obstructive sleep apnea or other primary sleep disorders
* Abnormal hepatic and renal function
* Known allergy to progesterone, exogenous allopregnanolone, or pregnenolone
* History of head injury resulting in loss of consciousness \> 20 min
* Inability to comply with barrier contraceptive methods
* Known intellectual disability
* Investigator judgement that study participation constitutes substantial risk given medical or psychiatric condition
* Current or recent participation in clinical trial expected to interfere with risk of or interpretation of study data
* Inability to comply with study procedures