Glucocorticoids are secreted into the systemic circulation from the adrenal cortex and initiate a broad range of actions throughout the organism that regulate the function of multiple organ systems, including the liver, muscle, the immune system, the pancreas, fat tissue, and the brain. Delayed glucocorticoid effects are mediated by classical steroid mechanisms involving transcriptional regulation. Relatively rapid effects of glucocorticoids also occur that are incompatible with genomic regulation and invoke a noncanonical mode of steroid action. Studies conducted in several labs and on different species suggest that the rapid effects of glucocorticoids are mediated by the activation of one or more membrane-associated receptors. Here, we provide a brief review focused on multiple lines of evidence suggesting that rapid glucocorticoid actions are triggered by, or at least dependent on, membrane-associated G protein-coupled receptors and activation of downstream signaling cascades. We also discuss the possibility that membrane-initiated actions of glucocorticoids may provide an additional mechanism for the regulation of gene transcription.