There is an increased mortality associated with adrenal insufficiency despite glucocorticoid replacement therapy with a standardized mortality ratio greater than two. The cause of the increased mortality is yet to be definitively elucidated, but may be due to excess steroid exposure, or replacement regimens that are uncoupled from the normal physiological cortisol profile. Cortisol secretion follows an ultradian pattern which is not possible to reproduce using oral replacement. With the advent of new pumps, it is now possible to mimic the pulsatility of the adrenal glands. While the cognitive and emotional benefits of reproducing the ultradian rhythm are known, the presence of long‐term benefits is not yet clear. There is a dearth of evidence and high‐quality studies to underline our current understanding of the pathophysiology of adrenal insufficiency and replacement therapy. There is a particular lack of research comparing objective outcomes between patients receiving hydrocortisone replacement (either standard therapy or new sustained release preparations), prednisolone replacement and ultradian pumps. Direct comparative studies are now warranted to understand the optimal approach.