In the early phase of bone damage, low concentrations of the cytokine tumor necrosis factor alpha (TNF-α) favor osteoblast differentiation. In contrast, chronic high doses of the same cytokine contribute to bone loss, demonstrating opposite effects depending on its concentration and on the time of exposure. In the bone microenvironment, TNF-α modulates the expression/function of different G protein-coupled receptors (GPCRs) and of their regulatory proteins, GPCR-regulated kinases (GRKs), thus dictating their final biological outcome in controlling bone anabolic processes. Here, the effects of TNF-α were investigated on the expression/responsiveness of the A adenosine receptor (AAR), a Gs-coupled receptor that promotes mesenchymal stem cell (MSC) differentiation into osteoblasts. Low TNF-α concentrations exerted a prodifferentiating effect on MSCs, pushing them toward an osteoblast phenotype. By regulating GRK2 turnover and expression, the cytokine impaired AAR desensitization, accelerating receptor-mediated osteoblast differentiation. These data supported the anabolic effect of TNF-α submaximal concentration and demonstrated that the cytokine regulates GPCR responses by interfering with the receptor desensitization machinery, thereby enhancing the anabolic responses evoked by AAR ligands. Overall, these results indicated that GPCR desensitization plays a pivotal role in osteogenesis and that its manipulation is an effective strategy to favor bone remodeling.