Sex steroid hormones released from the gonads play an important role in mediating social behavior across all vertebrates. Many effects of these gonadal hormones are mediated by nuclear steroid hormone receptors, which are crucial for integration in the brain of external (e.g., social) signals with internal physiological cues to produce an appropriate behavioral output. The African cichlid fish Astatotilapia burtoni presents an attractive model system for the study of how internal cues and external social signals are integrated in the brain as males display robust plasticity in the form of two distinct, yet reversible, behavioral and physiological phenotypes depending on the social environment. In order to better understand where sex steroid hormones act to regulate social behavior in this species, we have determined the distribution of the androgen receptor, estrogen receptor alpha, estrogen receptor beta, and progesterone receptor mRNA and protein throughout the telencephalon and diencephalon and some mesencephalic structures of A. burtoni. All steroid hormone receptors were found in key brain regions known to modulate social behavior in other vertebrates including the proposed teleost homologs of the mammalian amygdalar complex, hippocampus, striatum, preoptic area, anterior hypothalamus, ventromedial hypothalamus, and ventral tegmental area. Overall, there is high concordance of mRNA and protein labeling. Our results significantly extend our understanding of sex steroid pathways in the cichlid brain and support the important role of nuclear sex steroid hormone receptors in modulating social behaviors in teleosts and across vertebrates.