Coronavirus disease 2019 (COVID-19) is a viral pneumonia that can lead to acute respiratory distress syndrome (ARDS). Until the commercialization of a vaccine, pharmacological treatment still represents an important strategy to fight against the ongoing pandemic. Glucocorticoids (GC) were widely used in the past coronavirus pandemics and have been used against the coronavirus 2 severe acute respiratory syndrome (SARS-CoV-2). This article aimed to review the studies that described the treatment with GC in COVID-19 patients. Randomized or nonrandomized clinical trials and retrospective or prospective-controlled longitudinal studies were screened for this systematic review. Studies in English, Portuguese, and Spanish published since 2019, with participants of any clinical status, geographic location, age, and sex were included. The most significant interest was related to the length of stay, radiological profile changes, viremia, and mortality. The research was done electronically on the Pubmed database using the following terms: "corticosteroids", "glucocorticoids", "dexamethasone", "methylprednisolone", "COVID-19", "SARS- CoV-2", "ADRS". We identified 6332 publications, and at the end, 14 retrospective observational studies that met all the inclusion criteria were selected. These studies included only patients infected with SARS-CoV-2 confirmed by RT-PCR, involving 2,713 participants. The results showed great heterogeneity in their designs and results, which precludes a reliable conclusion on the use of GCs in the treatment of COVID-19.