The metabolism of neuroactive steroids into metabolites that exhibit different pharmacological profiles as compared to their precursors is responsible for the variety of effects of a single steroid. As yet, no derivative of naturally occurring or synthetic steroids that avoid side effects due to its metabolization has been developed. The inventors have found that molecules derived from pregnenolone that contain a 3-benzyloxy function (substituted or not) cannot be converted into metabolites endowed with progestative, androgenic, estrogenic, glucocorticoid activity and neuromodulator properties. Therefore, using these pregnenolone derivatives that are not or not substantially converted into pregnenolone metabolites avoids side effects. The invention relates to a compound of Formula (I):