Allopregnanolone and Depression in Menopausal Women

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