Duchenne muscular dystrophy (DMD) is a progressive disabling X-linked recessive disorder that causes gradual and irreversible loss of muscle, resulting in early death. The corticosteroids prednisone/prednisolone and deflazacort are used to treat DMD as the standard of care; however, only deflazacort is FDA approved for DMD. The novel atypical corticosteroid vamorolone is being investigated for treatment of DMD. We compared the pharmaceutical properties as well as the efficacy and safety of the three corticosteroids across multiple doses in the B10-mdx DMD mouse model. Pharmacokinetic studies in the mouse and evaluation of p-glycoprotein (P-gP) efflux in a cellular system demonstrated that vamorolone is not a strong P-gp substrate resulting in measurable central nervous system (CNS) exposure in the mouse. In contrast, deflazacort and prednisolone are strong P-gp substrates. All three corticosteroids showed efficacy, but also side effects at efficacious doses. After dosing mdx mice for two weeks, all three corticosteroids induced changes in gene expression in the liver and the muscle, but prednisolone and vamorolone induced more changes in the brain than did deflazacort. Both prednisolone and vamorolone induced depression-like behavior. All three corticosteroids reduced endogenous corticosterone levels, increased glucose levels, and reduced osteocalcin levels. Using micro-computed tomography, femur bone density was decreased, reaching significance with prednisolone. The results of these studies indicate that efficacious doses of vamorolone, are associated with similar side effects as seen with other corticosteroids. Further, because vamorolone is not a strong P-gp substrate, vamorolone distributes into the CNS increasing the potential CNS side-effects.