Allopregnanolone is a neurosteroid that has been reported to fluctuate during early developmental stages. Previous experiments reported the importance of neonatal endogenous allopregnanolone levels for the maturation of the central nervous system and particularly for the hippocampus. Changes in neonatal allopregnanolone levels have been related to altered adult behaviour and with psychopathological susceptibility, including anxiety disorders, schizophrenia and drug abuse. However, the mechanism underlying these changes remains to be elucidated. In the present study we assessed changes in hippocampal expression of α4 and δ GABAA receptor (GABAAR) subunits as a consequence of neonatal finasteride (a 5-α reductase inhibitor) administration during early development (PD6 to PD15) in male rats. We observed that the treatment altered the temporal window of the natural peak in the expression of these subunits during development. Additionally, the level of these subunits were higher than in non-handled and control animals in the adult hippocampus. We observed that in adulthood, neonatal finasteride-treated animals presented an anxiogenic-like profile in response to progesterone administration which was absent in the rest of the groups. In conclusion, these results corroborate the relevance of neonatal maintenance of neurosteroid levels for behavioural anxiety responses in the adult, and point to some of the mechanisms involved in this alterations.