In solid malignancies, the glucocorticoid receptor (GR) signalling axis is associated with tumour progression and GR antagonists are in clinical development. Therefore, GR expression may be a useful potential prognostic or predictive biomarker for GR antagonist therapy in cancer. The aim of this review is to investigate if GR expression in tumours is predictive of overall survival or progression free survival. Twenty-five studies were identified through systematic searches of three databases and a meta-analysis conducted using a random effects model, quantifying statistical heterogeneity. Subgroup analysis was conducted for cancer types and publication bias was assessed via funnel plots. There was high heterogeneity in meta-analysis of the studies in all cancer types, which found no association between high GR expression with overall survival (pooled unadjusted HR 1.16, 95% CI (0.89–1.50), n = 2814; pooled adjusted HR 1.02, 95% CI (0.77–1.37), n = 2355) or progression-free survival (pooled unadjusted HR 1.12, 95% CI (0.88–1.42), n = 3365; pooled adjusted HR 1.04, 95% CI (0.6–1.81), n = 582) across all cancer types. However, subgroup meta-analyses showed that high GR expression in gynaecological cancers (endometrial and ovarian) (unadjusted HR 1.83, 95% CI (1.31–2.56), n = 664) and early stage, untreated triple negative breast cancers (TNBCs) (unadjusted HR 1.73, 95% CI (1.35–2.23), n = 687) is associated with disease progression. GR expression in late stage, chemotherapy treated TNBC was not prognostic (unadjusted HR 0.76, 95% CI (0.44, 1.32), n = 287). In conclusion, high GR expression is associated with an increased risk of disease progression in gynaecological and early stage, untreated TNBC. Additional studies are required to elucidate the tumour specific function of the GR receptor in order to ensure GR antagonists target the correct patient groups.