Cytokine signaling is essential for intercellular communication and affects cell proliferation, differentiation, and survival. In the immune system, cytokines coordinate the activities of many cell types ultimately leading to both innate and adaptive immune responses. Dysregulation of these processes can result in a wide spectrum of diseases ranging from defective host responses to invading pathogens to autoimmunity. Most cytokines signal through the Janus kinase-signal transducer and activator of transcription (Jak-STAT) pathway initiated by the cytokine binding to its cell surface receptor, which leads to the activation of STAT proteins, their binding to response elements near target promoters ultimately changing the transcription of STAT-responsive genes. STAT proteins do not exist in isolation but act in concert with other transcription factors and cofactors which can either stimulate or inhibit their activity. One such factor is a ligand-dependent transcriptional regulator termed the glucocorticoid (GC) receptor (GR), which transduces the information conveyed by GC hormones and their synthetic analogs. GR is known for its anti-inflammatory and immunosuppressive properties; GC-like molecules have been used as drugs for inflammatory, autoimmune and lymphoproliferative diseases since the 1950s. In contrast, cytokines frequently promote activation of the immune system. In last several years, functional interactions have been described between virtually every member of the STAT family and GR or its cofactors. This review focuses on the recent literature on the modes and levels of interactions between these seemingly unrelated regulators and potential biological implications of STAT : GR cross-talk.