Photo-activatable sterol probe for the bioorthogonal tagging and enrichment of sterol-binding biomolecules. This sterol probe contains an intact steroid core structure bearing a diazirine UV-activatable cross-linking group, as well as an alkyne group for click-chemistry mediated adduction of reporter and affinity tags. The probes are cell-permeable, allowing for in situ labeling of biomolecules in live cells, as well as in cell extracts in vitro.