Abstract The sigma 1 (σ 1 ) receptor exerts a potent neuromodulatory role in the brain with relevant consequences in memory processes, response to stress, depression and pharmacodependence. Its precise endogenous ligand is not yet identified but the σ 1 receptor appears to be one target for the nongenomic rapid effects of neuroactive steroids in the brain. The aim of the present study was to establish whether differences in σ 1 receptor‐mediated behaviours could be observed among mouse strains, in relation with differences in either σ 1 receptor expression or steroid levels. The σ 1 ‐receptor immunohistochemical distribution appeared similar between Swiss and C57BL/6 strains in all the brain structures examined. The levels of in vivo [ 3 H](+)‐SKF‐10 047 binding to σ 1 receptors were lower in Swiss than in C57BL/6. Adrenalectomy/castration significantly increased [ 3 H](+)‐SKF‐10 047 binding only in Swiss. The behavioural efficacy of the selective σ 1 agonists igmesine and PRE‐084 – reversion of the scopolamine‐induced amnesia in the passive avoidance test; diminution of the immobility duration in the forced swimming test – were significantly higher in C57BL/6 than in Swiss. Steroid levels were measured in the brain in basal conditions and after stress. C57BL/6 mice presented in both conditions, the lowest progesterone levels, this steroid acting as an endogenous σ 1 antagonist. Collectively, the results suggested that strain differences in neuroactive steroid and particularly, progesterone, biosynthesis and sensitivity may contribute to the differential behavioural efficacy of σ 1 ‐receptor ligands. Noteworthy, these observations are coherent with strain differences observed in the intensity of cocaine‐induced reward properties, known to critically involve the σ 1 receptor.