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Glucocorticoids (GC) are first-line treatment in a number of inflammatory, autoimmune and neoplastic diseases. Despite their extensive therapeutic use and the proven effectiveness, considerable clinical evidence of wide inter-individual differences in GC efficacy and side effects among patients has been reported. In recent years, a detailed knowledge of the GC mechanism of action and of the genetic variants affecting GC activity at the molecular level has arisen from several studies. The glucocorticoid receptor (GR) is crucial for the effects of GCs: mutations in the GR gene (NR3C1) are the primary cause of a rare, inherited form of GC resistance; in addition, several polymorphisms of this gene have been described and associated with GC response and toxicity. However, the GR is not self-standing in the cell and the receptor-mediated functions are the result of a complex interplay of GR and many other cellular partners. The latter comprise several chaperonins of the large cooperative hetero-oligomeric complex that binds the hormone-free GR in the cytosol, and several factors involved in the transcriptional machinery and chromatin remodelling, that are critical for the hormonal control of target genes transcription in the nucleus. Polymorphisms in genes involved in the pharmacokinetics and/or pharmacodynamics of these hormones have also been suggested as other possible candidates of interest that could play a role in the observed inter-individual differences, because of their influence on drug disposition. The best characterized example is the drug efflux pump P-glycoprotein (P-gp), a membrane transporter that acts lowering GC intracellular concentration. This protein is encoded by the ABCB1/MDR1 gene that presents different known polymorphic sites. Furthermore, variants in the principal effectors of GCs (e.g: cytokines and their regulators) have also to be taken into account for a comprehensive evaluation of the great variability in GC response. The goal of this review is to emphasize the current knowledge on this topic and to underlie the role of genetics in predicting GC clinical response. The ambitious prospective of pharmacogenomic studies is to achieve an individualized therapy, giving to physicians a reliable tool based on the patient genetic profile.