In this work, the separation of 11 natural and synthetic steroids was studied using MEKC electrolytes modified by property-selected organic solvents: ethanol, ACN, and THF. The interplay between electrophoretic behavior and structural features was disclosed and the effects of organic modifiers to modulate retention and to alter selectivity were discussed in terms of system linear solvation energy relationships (LSER). The LSER indicated the total organic solvent percentage in the electrolyte as a major parameter to control retention and as a minor contribution, the hydrogen bond acidity. By evaluating the electropherograms obtained from mixture-designed electrolytes, a favorable separation condition for all solutes was achieved in ca. 25 min with an electrolyte composed of 20 mmol/L sodium tetraborate at pH 9.4, 20 mmol/L SDS and 20% EtOH (0.80% CV for migration time and 2.5% CV for peak area, n = five consecutive injections). The applicability of the proposed separation condition was demonstrated by the inspection of estrogens in urine sample (puberty stage).