We report the first chemical synthesis of eurysterol A, a cytotoxic and antifungal marine steroidal sulfate with a unique C8−C19 oxy‐bridged cholestane skeleton. After C19 hydroxylation of cholesteryl acetate, used as an inexpensive commercial starting material, the challenging oxidative functionalization of ring B was achieved by two different routes to set up a 5α‐hydroxy‐7‐en‐6‐one moiety. As a key step, an intramolecular oxa‐Michael addition was exploited to close the oxy‐bridge (8β,19‐epoxy unit). DFT calculations show this reversible transformation being exergonic by about −30 kJ mol−1. Along the optimized (scalable) synthetic sequence, the target natural product was obtained in only 11 steps in 5 % overall yield. In addition, an access to (isomeric) 7β,19‐epoxy steroids with a previously unknown pentacyclic ring system was discovered.