Tuberculosis (TB) is the deadliest disease caused by a bacterial agent. Glucocorticoids (GCs) have a typical anti-inflammatory effect, but recently it has been shown that they can present proinflammatory activity, mainly by increasing molecules from innate immunity. In the current study, we evaluated the effect of low doses of dexamethasone on Mycobacterium tuberculosis in vivo and in vitro. We used an established mice model of progressing tuberculosis (TB) in the in vivo studies. Intratracheal or intranasal dexamethasone therapy administered with conventional antibiotics in the late stage of the disease decreased the lung bacilli load and lung pneumonia, and increased the survival of the animals. Finally, the treatment decreased the inflammatory response in the SNC and, therefore, sickness behavior and neurological abnormalities in the infected animals. In the in vitro experiments, we used a cell line of murine alveolar macrophages infected with Mtb. Low-dose dexamethasone treatment increased the clearance capacity of Mtb by MHS macrophages, MIP-1α, and TLR2 expression, decreased proinflammatory and anti-inflammatory cytokines, and induced apoptosis, a molecular process that contributes to the control of the mycobacteria. In conclusion, the administration of low doses of dexamethasone represents a promising adjuvant treatment for pulmonary TB.