Glucocorticoids have been used in clinical oncology for over half of the century. The clinical applications of glucocorticoids in oncology are mainly dependent on their pro-apoptotic action to treat lymphoproliferative disorders, and also on alleviating side effects induced by chemotherapy or radiotherapy in non-hematologic cancer types. Researches in the past few years have begun to unveil the profound complexity of glucocorticoids signaling and have contributed remarkably on therapeutic strategies. However, it remains striking and puzzling how glucocorticoids use different mechanisms in different cancer types and different targets to promote or inhibit tumor progression. In this review, we provide an update on glucocorticoids and its receptor, GR-mediated signaling and highlight some of the latest findings on the actions of glucocorticoids signaling during tumor progression and metastasis.