Glucocorticoid (GC) therapy is a common treatment used in rheumatic and autoimmune diseases, owing to its anti-inflammatory and immunosuppressive effects. However, GC therapy can also induce a number of adverse effects, including muscle and bone loss, hypertension, metabolic perturbations and increased visceral adiposity. We review available evidence in this area and provide nutritional recommendations that might ameliorate these adverse effects. Briefly, optimizing calcium, vitamin D, sodium and protein intake and increasing consumption of unprocessed and minimally processed foods, while decreasing the consumption of ultra-processed foods, might counteract some of the specific challenges faced by these patients. Importantly, we identify a dearth of empirical data on how nutritional intervention might impact health-related outcomes in this population. Further research is required to investigate the clinical and therapeutic efficacy of these theory-based recommendations.