Glucocorticoid hormones (GCs) are critical for survival since they ensure the energy supply necessary to the body in an ever challenging environment. GCs are known to act on appetite, glucose metabolism, fatty acid metabolism, and storage. However, to be beneficial to the body, GC levels should be maintained in an optimal window of concentrations. Not surprisingly, conditions of GC excess or deficiency, e.g., Cushing’s syndrome or Addison’s disease, are associated with severe alterations of energy metabolism. Corticosteroid-binding globulin (CBG), through its high specific affinity for GCs, plays a critical role in regulating plasma GC levels and their access to target cells. Genetic studies in various species including humans have revealed that CBG is the major factor influencing interindividual genetic variability of plasma GC levels, both in basal and stress conditions. Some, but not all, of these genetic studies have also provided data linking CBG levels to body composition and insulin levels. The examination of CBG-deficient mice submitted to hyperlipidic diets unveiled specific roles for CBG in lipid storage and metabolism. An influence of CBG on appetite has not been reported but remains to be more finely analyzed. Finally, only male mice have been examined under high-fat diet, while obesity is affecting women even more than men. Overall, a role of CBG in GC-driven metabolic disorders is emerging in recent studies. Although subtle, the influence of CBG in these diseases could open the way to new therapeutic interventions since CBG is easily accessible in the blood.