IgA nephropathy (IgAN), the most common primary glomerulonephritis worldwide, is characterized by a mesangial IgA deposit and a variety of histological lesions, as described by the Oxford classification system. Despite the well-described “four-hit hypothesis”, there are still plenty of less or undescribed mechanisms that participate in the disease pathogenesis, such as B-cell priming, which seems to be initiated by different antigens in the intestinal microbiota. Diagnosis of the disease is currently based on kidney biopsy findings, as the sensitivity and specificity of the many serum and urinary biomarkers described so far do not seem to have diagnostic accuracy. Therapeutic strategies consist of the initial step of non-immune medication, aiming to reduce both the intraglomerular pressure and proteinuria to below 0.5 g/day, followed by systemic corticosteroid administration in patients who remain at high risk for progressive chronic kidney disease despite the maximum non-immune treatment. The 6-month systemic corticosteroid treatment reduces proteinuria levels; however, the increased possibility of adverse events and increased relapse rate after treatment raises the need for a new therapeutic approach. Targeted-release budesonide is a therapeutic modality that aims to inhibit disease pathogenetic pathways at early stages; it has minor systemic absorption and proven beneficial effects on renal function and proteinuria. In the present systemic review, the benefits and adverse events of steroids and budesonide are described, and the possibility of combined treatment is questioned in selected cases with active histologic lesions.