The invention relates to methods of targeted drug delivery of steroidal agents. Furthermore, the invention relates to targeted drug delivery of steroidal agents to extravascular and intracellular target sites within cells, tissues and organs, in particular to target sites within the central nervous system (CNS), into and across the blood-brain barrier, by targeting to glutathione transporters present on these cells, tissues and organs. Thereto, the steroidal agents, particularly the pharmaceutical acceptable carrier thereof, are conjugated to glutathione-based ligands that facilitate the specific binding to and internalization by these glutathione transporters.