Complementary Neurosteroid Intervention in Gulf War Illnesses (GWVI)

Inclusion Criteria: * Veterans deployed to the Gulf War theatre of operations between 1990 and 1991. * Veterans who report at least 2 of the following 3 symptoms that began in 1990 or thereafter, that lasted for more than 6 months, and that are present at the time of screening: 1) fatigue that limited usual activity, 2) musculoskeletal pain involving 2 or more regions of the body, 3) cognitive symptoms (memory, concentration, or attentional difficulties by self-report) * Stable on medication regimen (no change in last 4 weeks) and no anticipated change in medication during study. * Able to provide informed consent for study participation. Exclusion Criteria: * Subjects with a history of clinically significant neurological, metabolic, hepatic, renal, hematological, pulmonary, cardiovascular, gastrointestinal, and/or urological disorders (e.g. unstable angina, seizures, cerebrovascular accident, decompensated congestive heart failure, central nervous system (CNS) infection, cancer \[other than non-melanoma skin cancer\], or history of HIV seropositivity), which would pose a risk to the patient if s/he were to participate in the study or that might confound the results of the study. * Concurrent enrollment in another clinical trial. * Pregnant women or women of child-bearing potential who are not surgically-sterile or not using appropriate methods of birth control. * Use of oral contraceptives or other hormonal supplementation such as estrogen \[although early studies suggested no effects on menstrual cycle, alterations in downstream metabolites or pregnenolone (such as estradiol) could theoretically impact the efficacy or oral contraceptives and/or estrogen replacement\]. Similarly, it is theoretically possible that pregnenolone could be metabolized to other steroids such a DHEA, potentially resulting in hair, skin, or other steroid-related changes. Since the investigators' have determined in their prior study that pregnenolone administration does not result in downstream elevations in DHEA, DHEAS, estradiol, or testosterone, these possibilities may be unlikely. * Women who are breast-feeding. * Use of narcotic interventions. * Known allergy to study medication. * History of moderate or severe TBI (with loss of consciousness greater than 30 minutes) * A clearly defined disease entity that accounts for the Veteran's symptoms. * Current DSM-IV/DSM-IVTR/DSM-V diagnosis of bipolar I disorder, schizophrenia or other psychotic disorder, or dementia. * Subjects with a DSM-IV/DSM-IVTR/DSM-V diagnosis of alcohol or substance dependence (other than nicotine or caffeine) within the last month. * Subjects with a current suicidal or homicidal ideation necessitating clinical intervention or representing an imminent concern. * If in the judgment of the PI it is not in the subject's best interest to participate. * Final eligibility decisions will be determined by the PI.