Cholesterol crystal embolism (CCE) is an underrecognized multisystemic disease caused by the displacement of cholesterol crystals from atheromatous aortic plaques to distal vascular beds, leading to ischemic injury of target organs, particularly the kidneys, i.e., atheroembolic renal disease (ARD). According to recent research, cellular necrosis, induced by crystal-induced cytotoxicity, enhances the autoinflammatory cascade of the NLPR3 inflammasome, leading in turn to the so-called “necroinflammation”. The purported involvement of the latter in CCE offers a rationale for the therapeutic approach with anti-inflammatory drugs such as glucocorticoids, the use of which has long been a matter of debate in CCE. Diagnostic delay and no consistent evidence regarding efficacious treatment, leading to inconsistency in clinical practice, may worsen the already poor prognosis of ARD. The possible role of glucocorticoids in the treatment of ARD is thereby herein explored in a narrative fashion, analyzing the limited data from case reports and clinical trials.