Despite the fact that there are only a few controlled trials demonstrating the benefits associated with the use of corticosteroids in specific situations, these agents are administered frequently to patients with advanced cancer. Corticosteroids may be used alone or as adjuvants in combination with other palliative or antineoplastic treatments. For example, corticosteroids may help prevent nausea, vomiting, and hypersensitivity reactions to treatment with chemotherapy or radiation. They are also commonly used as appetite stimulants in patients with advanced cancer. In the adjuvant setting, corticosteroids help to alleviate pain in advanced cancer patients, including specific situations such as back pain related to epidural compression. This article reviews the evidence supporting the use of corticosteroids in a broad range of situations seen in patients with advanced cancer.