The neural, the endocrine, and the immune systems are studied as distinct districts in physiological and pathological settings. However, these systems must be investigated with an integrative approach, while also considering that therapeutic agents, such as glucocorticoids, can induce a reversible or irreversible change of this homeostasis. Children and adolescents affected by rheumatic diseases frequently need treatment with corticosteroids, and the treatment must sometimes be continued for a long time. In the biological era, the treat-to-target strategy allowed a real revolution in treatment, with significant steroid dose sparing or, in many patients, steroid treatment withdrawal. In this review, the impact of glucocorticoids on endocrine, immune, and neurologic targets is analyzed, and the crosstalk between these systems is highlighted. In this narrative review, we explore the reasoning as to why glucocorticoids can disrupt this homeostasis, we summarize some of the key results supporting the impact of glucocorticoids treatment on endocrine, immune, and neurologic systems, and we discuss the data reported in the international literature.