Chronic cocaine use leads to adaptations in stress biology and in neuroactive steroid system. These adaptations are associated with high cocaine craving and increased relapse risk. This study tested whether potentiation of the neuroactive steroid system with the precursor pregnenolone (PREG) affects stress- and cue-induced cocaine craving, anxiety and autonomic response in individuals with cocaine use disorder (CUD). Thirty treatment-seeking individuals (21 Male, 9 Female) with CUD were randomized to placebo (PBO) or supraphysiologic PREG doses of 300 mg or 500 mg per day for 8 weeks. After 2 weeks of treatment, participants were exposed to 5-min personalized guided imagery provocation of stress, cocaine, or neutral/relaxing cues in a 3-day experiment, one condition per day on separate days, in a random, counterbalanced order. Repeated assessment of cocaine craving, anxiety, heart rate (HR), systolic (SBP) and diastolic blood pressure (DBP) were assessed on each day. PREG significantly increased pregnenolone levels compared to PBO. Both PREG doses decreased stress- and cocaine cue-induced craving and reduced both stress- and cue-induced anxiety only in the 500 mg/day group. The 500 mg/day PREG group also displayed decreased stress-induced HR, SBP and DBP. Findings indicate that pregnenolone decreases stress- and cocaine cue-provoked craving and anxiety and reduces stress-induced autonomic arousal in individuals with CUD.