Emerging organic contaminants in wastewater are usually analyzed by targeted approaches, and especially estrogens have been the focus of environmental research due to their high hormonal activity. The selection of specific target compounds means, however, that most of the sample components, including transformation products and potential new contaminants, are neglected. In this study, the fate of steroidal compounds in wastewater treatment processes was evaluated by a nontargeted approach based on comprehensive two-dimensional gas chromatography-time-of-flight mass spectrometry. The potential of the nontargeted approach to generate comprehensive information about sample constituents was demonstrated with use of statistical tools. Transformation pathways of the tentatively identified compounds with steroidal four-ring structure were proposed. The purification efficiency of the wastewater treatment plants was studied, and the distribution of the compounds of interest in the suspended solids, effluent water, and sludge was measured. The results showed that, owing to strong adsorption of hydrophobic compounds onto the solid matter, the steroids were mostly bound to the suspended solids of the effluent water and the sewage sludge at the end of the treatment process. The most abundant steroid class was androstanes in the aqueous phase and cholestanes in the solid phase. 17β-estradiol was the most abundant estrogen in the aqueous phase, but it was only detected in the influent samples indicating efficient removal during the treatment process. In the sludge samples, however, high concentrations of an oxidation product of 17β-estradiol, estrone, were measured.