Glucocorticoids (GC) are used in all medical areas because of their anti-inflammatory and immunosuppressive effects. Their undesirable effects are, however, much feared, in particular cortisone-induced myopathy (CD). This condition is characterized by insidious muscle atrophy, exhibiting an important prognostic role. CD is related to the GC-induced imbalance between muscle protein synthesis and degradation, promoting their degradation yet inhibiting their synthesis. We have herein undertaken a review focused on CD’s main pathophysiological mechanisms, along with a discussion on potential targets, such as myostatin, activin receptor Type IIB, TRAF6, and REDD1. To end with, practical recommendations for the fight against CD have been developed, including resistance exercises.