Triple negative breast cancer (TNBC) is a poor outcome subset of breast cancers characterised by the lack of expression of ER α, PR, and HER2 amplification. It is a heterogeneous group of cancers which fail to derive benefit from modern, more targeted treatments such as Tamoxifen and Herceptin. Current standard of care (SoC) is cytotoxic chemotherapy, which is effective for some patients, with other patients deriving little/no benefit and lacking alternative treatments. This study has identified the glucocorticoid receptor (GR) as a potential predictive biomarker of response to anthracycline-based chemotherapy in triple negative breast cancer (TNBC). GR gene expression levels in patient samples were analysed through publicly available microarray datasets as well as protein expression through immunohistochemistry (IHC) and correlated with clinical/pathological outcomes, including survival. While the results confirmed previous observations that high GR expression is associated with poor outcome in response to taxane-based chemotherapy, this study shows for the first time that high GR expression is associated with improved outcomes in the context of anthracycline-based chemotherapy. GR therefore has the potential to be used as a predictive biomarker to guide treatment choices and ensure that patients derive the greatest benefit from first line treatment, avoiding unnecessary costs, side effects, and disease progression.