Despite the use of antenatal steroids, surfactants and protective ventilation, bronchopulmonary dysplasia (BPD) affects 10-89% of preterm infants. Since lung inflammation is central to the BPD pathogenesis, postnatal systemic corticosteroids could reduce the risk of BPD onset in preterm infants, but short and long-term adverse consequences have been underlined in literature after their use (i.e. hyperglycaemia, hypertension, hypertrophic cardiomyopathy, growth failure, gastrointestinal bleeding, cerebral palsy). To avoid their adverse effects, alternative therapeutic strategies such as postponing corticosteroid administration, lowering the cumulative dose, giving pulse rather than continuous doses, or individualizing the dose according to the respiratory condition of the infant have been proposed. Dexamethasone nonetheless remains the first line drug for newborns with severe pulmonary disease beyond the second to third week of life. Hydrocortisone administration in very preterm infants does not appear to be associated with any neurotoxic effects, even if its efficacy in the prevention and treatment of BPD has yet to be clearly demonstrated. Alternative methods of corticosteroids administration seem promising. A positive effect on BPD prevention occurs when budesonide is nebulized and intratracheally instilled with surfactant, but more data are required to establish safety and efficacy in preterm newborns. Additional studies are still needed before the chronic lung disease issue and its related challenges can be solved.