With complex and extensive pharmacological effects, corticosteroids are widely used in many clinical situations. Improving the course and outcome of patients with fat embolism syndrome presents a challenge. By understanding the immune status of a patient, physicians can consider manipulating proinflammatory systems more rationally. In this context, corticosteroids could be a therapeutic tool in the armamentarium against fat embolism syndrome. The inflammatory mechanisms are continuous and cyclic, sometimes causing deterioration or improvement of lung function. Great caution must be taken in clinical situations where administration of corticosteroids is considered contraindicated such as systemic fungal infection, hypersensitivity to the drug, intramuscular injection in idiopathic thrombocytopenia purpura, vaccination with live virus. This article reviews the mechanisms of action of corticosteroids and the results of clinical studies regarding the use of corticosteroids in fat embolism syndrome.