Glucocorticoid steroids are widely used as immunomodulatory agents in acute and chronic conditions. Glucocorticoid steroids such as prednisone and deflazacort are recommended for treating Duchenne Muscular Dystrophy where their use prolongs ambulation and life expectancy. Despite this benefit, glucocorticoid use in Duchenne Muscular Dystrophy is also associated with significant adverse consequences including adrenal suppression, growth impairment, poor bone health and metabolic syndrome. For other forms of muscular dystrophy like the limb girdle dystrophies, glucocorticoids are not typically used. Here we review the experimental evidence supporting multiple mechanisms of glucocorticoid action in dystrophic muscle including their role in dampening inflammation and myofiber injury. We also discuss alternative dosing strategies as well as novel steroid agents that are in development and testing, with the goal to reduce adverse consequences of prolonged glucocorticoid exposure while maximizing beneficial outcomes.