On June 11, 1861, Steen was appointed as a brigadier general in the secessionist Missouri State Guard (MSG) under its commander, Major General Sterling Price, serving as drillmaster at the State Guard encampment at Cowskin Prairie near the Arkansas border. He also commanded the Fifth Division of the Missouri State Guard (mostly raw recruits) early in the war. On June 22, 1861, he received an appointment as a captain in the Regular Confederate Army's Corps of Infantry, to date to March 16, 1861. As a Missouri State Guard general, Steen led his brigade at the Battle of Wilson's Creek and the First Battle of Lexington.