Since the World Health Organization declared COVID-19 as a pandemic, huge efforts to promote better treatment for the patients raised from the scientific community. One of the most effective treatment is the administration of corticosteroid in specific stages of the disease, once that severe COVID-19 pathophysiology evolves an exuberant inflammatory response, resulting in uncontrolled pulmonary inflammation and multisystem damage. However, it is still discussed whether some drugs, such as dexamethasone, are more effective than others, such as hydrocortisone and methylprednisolone. Therefore, we constructed here a comprehensive overview, based on clinical studies with detailed methodological procedures, regarding the role of corticosteroids in COVID-19 treatment. We aimed to address how the current evidence support their use in this scenario.