Glucocorticoids mainly exert their biological functions through their cognate receptor, encoded by the nr3c1 gene. Here, we analysed the glucocorticoids mechanism of action taking advantage of the availability of different zebrafish mutant lines for their receptor. The differences in gene expression patterns between the zebrafish gr knock-out and the grs357 mutant line, in which a point mutation prevents binding of the receptor to the hormone-responsive elements, reveal an intricate network of GC-dependent transcription. Particularly, we show that Stat3 transcriptional activity mainly relies on glucocorticoid receptor GR tethering activity: several Stat3 target genes are induced upon glucocorticoid GC exposure both in wild type and in grs357/s357 larvae, but not in gr knock-out zebrafish. To understand the interplay between GC, their receptor, and the mineralocorticoid receptor, which is evolutionarily and structurally related to the GR, we generated an mr knock-out line and observed that several GC-target genes also need a functional mineralocorticoid receptor MR to be correctly transcribed. All in all, zebrafish mutants and transgenic models allow in vivo analysis of GR transcriptional activities and interactions with other transcription factors such as MR and Stat3 in an in-depth and rapid way.