Conservation paleobiology seeks to leverage proxy reconstructions of ecological com- munities and environmental conditions to predict future changes and inform management decisions. Populations of East African megafauna likely changed during the Holocene in response to trends and events in the regional hydroclimate, but reconstructing these pop- ulations requires development of new proxies. We examine if fecal steroids are a viable proxy for megafauna populations since they are well preserved in sedimentary archives. We measured eleven fecal steroids in 87 fresh dung samples representing 22 species of megafauna in the Maasai Mara National Reserve (Kenya) and a further seven samples from captive animals. Using this reference library, four distinctive groups are identified, which reflect diet and biochemical modification of these inputs during digestion by the gut microbiome. Carnivore dung is characterized by more than ~ 75% cholesterol and pri- mate dung includes uniquely high proportions of coprostanol. Two groups of herbivore are distinguished by their differing proportions of phytosterols that are consumed by eating plants and 5β-stanols produced during digestion. Under cross validation a random forests statistical model accurately classified 72% of dung samples to the species level using fecal steroids. Variability among individuals and between wild and captive animals suggests that fecal steroids in herbivore dung may reflect diversity and variability in diet, while a lack of variability in carnivore dung indicates that they cannot be identified to the species level in most instances. Our results suggest that fecal steroids may have utility in reconstructing the time-evolving composition megafauna populations in East Africa.