As a widely used class of clinical drugs, glucocorticoids play an essential role in the treatment of various diseases. Autophagy maintains homeostasis of the intracellular environment. In recent years, many studies have shown that glucocorticoids can alter the level of autophagy and treat disease. However, side effects often follow the curative effect. In this article, we review the effect of glucocorticoids on autophagy levels and the mechanisms by which glucocorticoids can treat disease through autophagy. We also provide new ideas for further reducing the side effects of glucocorticoids in the treatment of disease.