Steroids have important roles in the progress of pregnancy, and their study in maternal urine is a non-invasive method to monitor the steroid metabolome and its possible abnormalities. However, the current screening techniques of choice, namely immunoassays and gas and liquid chromatography-mass spectrometry, do not offer means for the rapid and non-targeted multi-analyte studies of large sample sets. In this study, we explore the feasibility of two ambient mass spectrometry methods in steroid fingerprinting. Urine samples from pregnant women were screened by desorption electrospray ionization (DESI) and desorption atmospheric pressure photoionization (DAPPI) Orbitrap high resolution mass spectrometry (HRMS). The urine samples were processed by solid phase extraction for the DESI measurements and by enzymatic hydrolysis and liquid-liquid-extraction for DAPPI. Consequently, steroid glucuronides and sulfates were detected by negative ion mode DESI-HRMS, and free steroids by positive ion mode DAPPI-HRMS. In DESI, signals of eleven steroid metabolite ions were found to increase as the pregnancy proceeded, and in DAPPI ten steroid ions showed at least an order of magnitude increase during pregnancy. In DESI, the increase was seen for ions corresponding to C18 and C21 steroid glucuronides, while DAPPI detected increased excretion of C19 and C21 steroids. Thus both techniques show promise for the steroid marker screening in pregnancy.