Glucocorticoids are steroid hormones with key roles in the regulation of many physiological systems including energy homeostasis and immunity. However, chronic glucocorticoid excess, highlighted in Cushing’s syndrome, is established as being associated with increased cardiovascular disease (CVD) risk. Atherosclerosis is the major cause of CVD, leading to complications including coronary artery disease, myocardial infarction and heart failure. While the associations between glucocorticoid excess and increased prevalence of these complications are well established, the mechanisms underlying the role of glucocorticoids in development of atheroma are unclear. This review aims to better understand the importance of glucocorticoids in atherosclerosis and to dissect their cell-specific effects on key processes (e.g., contractility, remodelling and lesion development). Clinical and pre-clinical studies have shown both athero-protective and pro-atherogenic responses to glucocorticoids, effects dependent upon their multifactorial actions. Evidence indicates regulation of glucocorticoid bioavailability at the vasculature is complex, with local delivery, pre-receptor metabolism, and receptor expression contributing to responses linked to vascular remodelling and inflammation. Further investigations are required to clarify the mechanisms through which endogenous, local glucocorticoid action and systemic glucocorticoid treatment promote/inhibit atherosclerosis. This will provide greater insights into the potential benefit of glucocorticoid targeted approaches in the treatment of cardiovascular disease.