COVID-19 symptoms and mortality are largely due to its devastating effects in the lungs. The disease is caused by the SARS (Severe Acute Respiratory Syndrome)-CoV-2 coronavirus, which requires host cell proteins such as ACE2 (angiotensin-converting enzyme 2) and TMPRSS2 (transmembrane serine protease 2) for infection of lung epithelia. The expression and function of the steroid hormone receptor family is important in many aspects that impact on COVID-19 effects in the lung – notably lung development and function, the immune system, and expression of TMPRSS2 and ACE2. This review provides a brief summary of current knowledge on the roles of the steroid hormone receptors [androgen receptor (AR), glucocorticoid receptor (GR), progesterone receptor (PR), mineralocorticoid receptor (MR) and oestrogen receptor (ER)] in the lung, their effects on host cell proteins that facilitate SARS-CoV-2 uptake, and provides a snapshot of current clinical trials investigating the use of steroid receptor (SR) ligands to treat COVID-19.