Whether glucocorticoids directly enhance or interrupt osteoclastogenesis is still a controversial subject. In this study, we ascertained the dose-dependent positive effects of glucocorticoids on osteoclastogenesis in vivo and in vitro as well as investigated the mechanism in vitro. As the dose of glucocorticoids increased, osteoclastogenesis was stimulated at 0.1 μM, a peak was achieved at 1 μM and a corresponding decrease occurred at 10 μM. Reactive oxygen species (ROS), which play a crucial role in osteoclastogenesis, and autophagy flux activity, a cellular recycling process, were consistently up-regulated along with the dose-dependent effects of the glucocorticoids on osteoclast formation and function. N-acetyl-cysteine (NAC), a ROS scavenger, abrogated the effects of the glucocorticoids on autophagy and osteoclastogenesis. Moreover, 3-methyladenine (3-MA), an autophagy inhibitor, interrupted osteoclastogenesis stimulation by the glucocorticoids. These results implied that with glucocorticoid administration, ROS and autophagy, as a downstream factor of ROS, played vital roles in osteoclast formation and function. 3-MA administration did not enhance ROS accumulation, so that autophagy had no effect on ROS induced by glucocorticoids. Our investigation demonstrated that glucocorticoids had dose-dependent positive effects on osteoclast formation and function via ROS and autophagy. These results provide support for ROS and autophagy as therapeutic targets in glucocorticoid-related bone loss diseases such as glucocorticoid-induced osteoporosis.