Corticosteroids have been used since the 50s as anti-inflammatory and immunosuppressive drugs for the treatment of several pathologies such as asthma, allergy, rheumatoid arthritis, and dermatological disorders. Corticosteroids have three principal mechanisms of action: 1) inhibit the synthesis of inflammatory proteins blocking NF-kB, 2) induce the expression of anti-inflammatory proteins by IkB and MAPK phosphatase I, and 3) inhibit 5-lipoxygenase and cyclooxygenase-2. The efficacy of glucocorticoids in alleviating inflammatory disorders results from the pleiotropic effects of the glucocorticoid receptors on multiple signaling pathways. However, they have adverse effects: Growth retardation in children, immunosuppression, hypertension, hyperglycemia, inhibition of wound repair, osteoporosis, metabolic disturbances, glaucoma, and cataracts. Less is known about psychiatric or side effects on central nervous system, as catatonia, decreased concentration, agitation, insomnia, and abnormal behaviors, which are also often underestimated in clinical practice. The aim of this review is to highlight the correlation between the administration of corticosteroids and CNS adverse effects, giving a useful guide for prescribers including a more careful assessment of risk factors and encourage the use of safer doses of this class of drugs.