Immunity and inflammation are well established factors in the pathogenesis of pulmonary arterial hypertension (PAH). We aimed to investigate whether dexamethasone (Dex), a potent immunosuppressant, could prevent the development of monocrotaline (MCT)-induced PAH in rats as compared with pyrrolidine dithiocarbamate (PDTC) and its effect on the immune mechanism. PAH in rats (n = 66) was induced by MCT (50 mg/kg) injected intraperitoneally. Two days after MCT treatment, Dex (1.0 mg/kg) and PDTC (100 mg/kg) were administered once daily for 21 days. Samples were collected at 7, 14, and 21 days. Dex effectively inhibited MCT-induced PAH and reduced the T-helper (Th) 1 dominant cytokine response (interferon-γ) but up-regulated the Th2 one (interleukin 4). It increased the number of CD4+ T cells and decreased the number of CD8+ T cells around pulmonary arteries, upregulated the mRNA expression of fractalkine and downregulated that of CX3CR1 in the lung. Serum levels of interferon γ and interleukin 4 did not significantly differ from that of controls. Dex attenuated the process of MCT-induced PAH through its immunomodulatory property. Dex could be an appropriate therapy for PAH, although more studies are needed to define the appropriate treatment regimen.