Glucocorticoids are important steroid hormones. As an outstanding scientific discovery, the scientist who discovered glucocorticoids was awarded the Nobel Prize in Physiology and Medicine in 1950. Cortisone (hydrocortisone) is a natural glucocorticoid, which is secreted with circadian rhythm by the cortical cells of adrenal glands. Physiologically, about 10-20 mg of hydrocortisone are secreted each day for maintaining homeostasis. Since the biological half-life of natural glucocorticoid is short, scientists developed various synthetic glucocorticoids including prednisone, prednisolone, methylprednisolone, triamcinolone, dexamethasone, betamethasone, and so on. These synthetic glucocorticoids are generated by modifying some structures based on the cortisone backbone, leading to extension of their biological half-life with stronger activities. In the face of severe infection, allergy, shock, trauma, pain, and other stresses, the demand for glucocorticoids increases dramatically. It is critical to supplement extra glucocorticoids to protect the biological functions of vital organs. However, the amount and duration of glucocorticoid administration need to be carefully adjusted, because a series of side effects may occur after long-term or high-dose usage of glucocorticoids. This review article will discuss the application of glucocorticoids in the treatment of patients with severe or critical COVID-19 and solid tumors of advanced stage. The controversy of using glucocorticoid in medical community will also be discussed. This review article will help doctors and basic researchers better understand the practical application of glucocorticoids.