Pregnenolone (P5) is synthesized as the first bioactive steroid in the mitochondria from cholesterol. Clusters of differentiation 4 (CD4+) and Clusters of differentiation 8 (CD8+) immune cells synthesize P5 de novo; P5, in turn, play important role in immune homeostasis and regulation. However, P5’s biochemical mode of action in immune cells is still emerging. We envisage that revealing the complete spectrum of P5 target proteins in immune cells would have multifold applications, not only in basic understanding of steroids biochemistry in immune cells but also in developing new therapeutic applications. We employed a CLICK-enabled probe to capture P5-binding proteins in live T helper cell type 2 (Th2) cells. Subsequently, using high-throughput quantitative proteomics, we identified the P5 interactome in CD4+ Th2 cells. Our study revealed P5’s mode of action in CD4+ immune cells. We identified novel proteins from mitochondrial and endoplasmic reticulum membranes to be the primary mediators of P5’s biochemistry in CD4+ and to concur with our earlier finding in CD8+ immune cells. Applying advanced computational algorithms and molecular simulations, we were able to generate near-native maps of P5–protein key molecular interactions. We showed bonds and interactions between key amino acids and P5, which revealed the importance of ionic bond, hydrophobic interactions, and water channels. We point out that our results can lead to designing of novel molecular therapeutics strategies.