Experimental and epidemiological evidence supports a role for sex steroid hormones in the pathogenesis of ovarian cancer. We investigated the association between ovarian cancer risk and pre-diagnostic blood concentrations of testosterone, androstenedione, DHEAS, estrone and SHBG. A case-control study nested within 3 cohorts, in New York (USA), Umeå (Sweden) and Milan (Italy), included 132 subjects with primary invasive epithelial ovarian cancer. For each case subject, 2 controls were selected who matched a case on cohort, menopausal status, age and date of recruitment and, if premenopausal, day of the menstrual cycle at blood donation. Only women who did not use exogenous hormones at blood donation were included in the study. Conditional logistic regression was used to relate cancer risk to sex steroid hormone concentrations with adjustment for potential confounders. No clear association was observed between ovarian cancer risk and any of the 5 hormones under study. In the premenopausal group, the risk appeared to increase with increasing blood concentrations of androstenedione (upper vs. lower tertile OR = 2.35; 95% CI = 0.81-6.82.), but the small number of subjects in the sub-group precluded reaching unambiguous conclusions about such association. Our study does not support previous observations relating elevations in blood levels of the major sex steroid hormones to an increased risk of ovarian cancer, but offers some evidence that elevated circulating androstenedione before menopause may be associated with increased ovarian cancer risk.