Methods and compositions for the treatment of social phobia are provided, including administering a therapeutically effective amount of an androsta-4,16-dien-3-ol steroid to an individual in need of treatment and a pharmaceutical composition for the treatment of social phobia having a therapeutically effective amount of an androsta-4,16-dien-3-ol steroid. Therapeutically effective amounts may be, for example, between about 100 picograms and about 100 micrograms, or between about 1 nanogram and about 10 microgram, or between about 10 nanograms and about 1 microgram of an androsta-4,16-dien-3-ol steroid. Administration of the androsta-4,16-dien-3-ol compound is preferably intranasal administration to the nasal passages and the vomeronasal organ of the individual. A preferred androsta-4,16-dien-3-ol steroid is [3β]-androsta-4,16-dien-3-ol. In some embodiments of the methods, both [3β}-androsta-4,16-dien-3-ol and [3α]-androsta-4,16-dien-3-ol are administered to a patient, and are included in a pharmaceutical composition for the treatment of social phobia.