Steroid hormones may pose potential risks to both human health and wildlife, primarily through the consumption of medication or polluted food and water; efforts are being made to monitor their levels in the human body and regulate and minimize their releases to the environment. In this study, a simple and environmentally friendly sample preparation method was developed to simultaneously determine three steroid hormones in urine and water samples. A monoterpene (menthol) and a fatty acid (lauric acid) were combined in various ratios to form a hydrophobic deep eutectic (HDE) solvent as an extraction solvent in solvent bar microextraction (SBME). Using a univariate strategy, a menthol-to-lauric acid HDE ratio of 4:1 and a pH 7 of the sample solution resulted in the highest extraction efficiency (EE%) of the selected steroids. The computational methods have been employed to predict a 4:1 HDE interaction with chosen steroids. Additionally, chemometric approaches suggested that the optimal extraction conditions involved HDEs as extract solvent confined within three SBME devices directly immersed into a 20 mL sample solution with a 30 min extraction time, followed by ultrasonication within 200 μL of elution solvent for a 5 min elution time. Under optimized conditions, the method calibration graph for the spiked selected steroids in the water and urine samples showed good linearity with R2 ≥ 0.994 with limits of detection/quantification lower than 0.40/1.35 μg L−1 and repeatability/reproducibility (RSD%, n = 5) lower than 5.09/7.11. The developed method allows a safe, rapid, and reliable analysis of three steroid hormones in human urine and water samples without using toxic volatile organic solvents.