Sterols are widely and abundantly distributed in nature. It is convenient to utilize them for the preparation of useful compounds such as pharmaceuticals with steroid and secosteroid skeletons. This paper describes the synthesis and structure-activity relationships of naturally occurring active forms of vitamin D analogues, sterols having neurite outgrowth activity, and liver X receptor agonist. The active form of vitamin D₄ showed similar biological activities but had higher affinity to the vitamin D-binding protein compared with the corresponding vitamins D₂ and D₃. This shows that the active form of vitamin D₄ is a good candidate for an agent to replace the active forms of vitamins D₂ and D₃. In the course of screening for low molecular-weight compounds that exhibit neurite outgrowth activity in the culture broth, we found that the natural product dictyosterol showed strong activity. From screening of the analogues, it was found that the double bond between C22 and C23 in the side chain of the sterol is essential for its activity. Ergost-22-ene-1α,3β-diol was found to serve as a stronger liver X receptor agonist than 24(S), 25-epoxycholesterol, which regulates the expression of genes involved in lipid metabolism. Structure-function study showed that the 1α-hydroxyl group, the saturated steroid structure, and the double bond between C22 and C23 are needed to function as a liver X receptor agonist.