The neurosteroids allopregnanolone and dehydroepiandrosterone (DHEA) are integral components of the stress response and exert positive modulatory effects on emotion in both human and animal studies. Although these antidepressant and anxiolytic effects have been well established, to date, little research has examined their neural correlates, and no research has been conducted into the effects of neurosteroids on large-scale networks at rest. To investigate the neurosteroid impact on intrinsic connectivity networks, participants were administered 400 mg of pregnenolone (N = 16), 400 mg of DHEA (N = 14), or placebo (N = 15) and underwent 3T fMRI. Resting-state brain connectivity was measured using amygdala as a seed region. When compared with placebo, pregnenolone administration reduced connectivity between amygdala and dorsal medial prefrontal cortex, between amygdala and precuneus, and between amygdala and hippocampus. DHEA reduced connectivity between amygdala and periamygdala and between amygdala and insula. Reductions in amygdala to precuneus connectivity were associated with less self-reported negative affect. These results demonstrate that neurosteroids modulate amygdala functional connectivity during resting state and may be a target for pharmacological intervention. Additionally, allopregnanolone and DHEA may shift the balance between salience network and default network, a finding that could provide insight into the neurocircuitry of anxiety psychopathology.