The specificity of protein labeling by an affinity label of glucocorticoid receptors, dexamethasone 21-mesylate (Dex-Mes), was investigated using bovine serum albumin (BSA) as a model. During the early stages of [3H]Dex-Mes labeling at pH 8.8, approximately 90% of the covalent bond formation occurred at the one non-oxidized cysteine (Cys-34) of BSA. The nonspecific labeling was equally distributed over the rest of the BSA molecule. [3H]Dex-Mes labeling of Cys-34 was totally, and specifically inhibited by nearly stoichiometric amounts of the thiol-specific reagent methyl methanethiolsulfonate (MMTS). Thus both Dex-Mes and MMTS appear to react very selectively with thiols under our conditions. In reactions with hepatoma tissue culture (HTC) cell glucocorticoid receptors, MMTS was equally efficient in preventing [3H]dexamethasone binding to receptors and [3H]Dex-Mes labeling of the 98-kDa receptor protein. These results indicate that Dex-Mes labeling of the glucocorticoid receptor involves covalent reaction with at least one cysteine in the steroid binding site of the receptor. Small (approximately 1600-dalton) fragments of the [3H]Dex-Mes-labeled 98-kDa receptor were generated by limit proteolysis with trypsin, chymotrypsin, and Staphylococcus aureus V8 protease under denaturing conditions. Data from these fragments on 15% sodium dodecyl sulfate-polyacrylamide gels were consistent with all of the covalent [3H] Dex-Mes being located on one or a few cysteines in one approximately 15-residue stretch of the receptor. Further studies revealed no differences in the limit protease digestion patterns of activated and unactivated [3H]Dex-Mes-labeled receptors with trypsin, chymotrypsin, or V8 protease under denaturing conditions. These data suggest that activation does not cause any major covalent modifications of the amino acids immediately surrounding the affinity-labeled cysteine(s) of the steroid binding site.