Recurrent respiratory infections are a leading cause of morbidity and mortality in early life, but there is no broadly accepted means to identify infection-prone children during this highly vulnerable period. In this study, we investigated associations between steroid metabolites and incident respiratory infections in two pre-birth cohorts to identify novel metabolomic signatures of early infection proneness. Children from the Vitamin D Antenatal Asthma Reduction Trial and the Copenhagen Prospective Studies on Asthma in Childhood were included, and profiling was performed on plasma samples collected at ages 1 and 6 years. Both cohorts recorded incidence of lower respiratory infections, upper respiratory infections, ear infections, and colds. Poisson regression analysis assessed the associations between 18 steroid metabolites and the total number of respiratory infections that occurred in offspring during follow-up. We found that steroid metabolites across androgenic, corticosteroid, pregnenolone, and progestin classes were reduced in children that suffered more infections, and these patterns persisted at age 6 years, generally reflecting consistency in direction of effect and significance. Our analysis suggested steroid metabolite measurement may be useful in screening for infection proneness during this critical developmental period. Future studies should clinically evaluate their potential utility as a clinical screening tool.