Calbindin-D9k (CaBP-9k), one of the major calcium-binding and calcium-buffering proteins, is important in the physiological functioning of organs. The neuroanatomical localization of CaBP-9k in the rodent brain has not been reported; thus, this study investigated the neuroanatomical distribution of CaBP-9k and the regulation of CaBP-9k expression on steroid hormones in the immature rat brain. To confirm the influence of steroid hormones on CaBP-9k expression, immature female rats were injected for 5 days with estrogen (E2), progesterone (P4), dexamethasone (DEX), and their antagonists (ICI 182, 780 and RU486). The localization and expression of the CaBP-9k protein in brain regions were identified by immunofluorescence and western blot assays, respectively. We observed that CaBP-9k expression was especially strong in hypothalamus, cerebellum, and brain stem. In addition, CaBP-9k was colocalized with mature-, GABAergic, dopaminergic, and oxytocinergic neurons. We also observed that the CaBP-9k protein level was significantly increased by P4 and reversed by antagonist RU486 treatment in immature rat brain. In summary, CaBP-9k positive cells have a wide distribution in the immature rat brain, and CaBP-9k expression is regulated by P4. We suggest that CaBP-9k expression regulated by steroid hormone may serve as an important regulator of cytosolic calcium concentration in the brain.