In recent years it has been demonstrated that current replacement therapy with glucocorticoids and mineralocorticoids fails to fully restore health-related quality of life in patients with adrenal insufficiency (AI). Accordingly, replacement of zona reticularis function by DHEA is of considerable interest. Available studies have demonstrated beneficial effects of DHEA on health perception, vitality, fatigue, and (in women) sexuality. DHEA restores low circulating androgens in women into the normal range and increases IGF-1 levels. Side effects are mostly mild and related to androgenic activity of DHEA in women and include increased sebum production, facial acne, and changes in hair status. Replacement consists of a single oral dose of 25–50 mg DHEA in the morning. However, not all investigators have found effects of DHEA on well-being, most likely because of small sample size and short duration of treatment. Thus, to fully explore the role of DHEA in the treatment of AI large trials for 12–24 months are still urgently needed. Until the results of such trials are available DHEA cannot be considered part of standard replacement in AI, but compassionate use of DHEA in individual patients with AI and impaired well-being may be justified.