Stress enhances glucocorticoid (GC) synthesis, which alters inflammation and immune responses, as well as cellular proliferation and apoptosis in a number of tissues. Increasingly, stress has been associated with cancer progression, and in particular in breast cancer. Consequently, an operational glucocorticoid receptor system in breast tissue influences breast cancer development. In this review, we summarize the data on the GC/GR system in normal and tumoral breast tissue. We also review the molecular mechanisms by which GCs control apoptosis and proliferation in breast cancer models and how GCs alter the chemotherapy of breast cancer treatment when used in combination. Finally, we discuss the participation of GR in breast tumorigenesis under hormone replacement therapy.