Intracellular Receptors

Cross references:   Passive Lipid Diffusion  ,  Steroids 

Receptor (Wiki)

"Another major class of receptors are intracellular proteins such as those for steroid and intracrine peptide hormone receptors. These receptors often can enter the  cell nucleus and modulate gene expression in response to the activation by the ligand." 

Note that to interact with an intracellular receptor, the ligand must first get past the cellular membrane. 

Steroid hormone receptor (Wiki) 

"Steroid hormone receptors are found on the plasma membrane, in the cytosol and also in the nucleus of target cells. They are generally intracellular receptors (typically cytoplasmic) and initiate signal transduction for steroid hormones which lead to changes in gene expression over a time period of hours to days."
Steroid receptors of the nuclear receptor family are all transcription factors. Depending upon the intracellular steroid hormone that they bind, they are either located in the cytosol and move to the cell nucleus upon activation, or spend their life in the nucleus waiting for the steroid hormone to enter and activate them.

Endocrinology (Kimball)

Steroid Hormones

Steroid hormones, being hydrophobic molecules, diffuse freely into all cells. However, their "target" cells contain cytoplasmic and/or nuclear proteins that serve as receptors of the hormone. The hormone binds to the receptor and the complex binds to hormone response elements - stretches of DNA within the promoters of genes responsive to the hormone. The hormone/receptor complex acts as a transcription factor turning target genes "on" (or "off").

Link to a stereo view of a steroid receptor complex bound to its response element. 

Fatty Acids: Ancestral Ligands and Modern Co-regulators of the Steroid Hormone Receptor Cell Signaling Pathway 

Only abstract available online.  I got PDF from the library. 
"Fatty acids have been shown to activate gene transcription under the control of some evolutionarily primitive members of the steroid/thyroid superfamily of receptors." 
"The steroid receptor superfamily of gene regulators evolved more than 500 million years ago in very primitive organisms"  "... one of the first subfamilies of nuclear hormone receptors to appear is that of the receptors of ... vitamin D ..."
"... receptors for the classic steroid hormones (glucocorticoid, progesterone, aldosterone, androgen, and estrogen) appeared more recently in evolutionary time." 

2011  20<72 
Nuclear hormone receptors in chordates.   
The best available model system to answer this question is the cephalochordate amphioxus which has a NR gene complement close to that of the chordate ancestor. Here we review the available data concerning the function of the amphioxus NRs, and we discuss some evolutionary scenarios that can be drawn from these results."  

2015    4<73 
Origin of the response to adrenal and sex steroids: Roles of promiscuity and co-evolution of enzymes and steroid receptors.   
An ancestor of the estrogen receptor and 3-ketosteroid receptors evolved in amphioxus. A corticoid receptor and a progesterone receptor evolved in cyclostomes, and an androgen receptor evolved in gnathostomes."