The anterior pituitary is exposed to ultradian, circadian and stress-induced rhythms of circulating glucocorticoid hormones. Glucocorticoids feedback at the level of the pituitary corticotroph to control their own production through multiple mechanisms. This review highlights key insights from analysis of the dynamics of rapid and early glucocorticoid feedback that reveal both non-genomic and genomic mechanisms mediated by glucocorticoid receptors. Importantly, a common target is control of electrical excitability and calcium signalling although non-genomic effects may also involve control of hormone secretion distal to calcium signalling. Understanding the mechanisms and functional consequences of pulsatile glucocorticoid signalling in the anterior pituitary promises to elucidate the role of glucocorticoids in health and disease, as well as identifying potential diagnostic and therapeutic targets.