The expression of different anti-inflammatory mediators and hormones is crucial to limit both the intensity and the duration of inflammatory processes. Among them, glucocorticoids blunt the effects of pro-inflammatory mediators by inhibiting their production, stability or function. One current theory suggests that glucocorticoid responsiveness might be modulated by mediators produced within the inflammatory site. The concept is supported by the observation that such mediators, including cytokines and neuropeptides, are able to increase glucocorticoid binding and/or signalling in target cells. The purpose of this article is to provide an overview of current knowledge in this field, emphasizing the molecular mechanisms that are involved.