Over the past decades, the synthetic glucocorticoids (GCs) have been widely used in clinical practice and animal husbandry. Given the health hazard of these toxic residues in food, it is necessary to explore the detailed interaction mechanisms of typical GCs and their main target glucocorticoid receptor (GR). Hence, this work compared the GR binding and agonist activities of typical GCs. Fluorescence polarization assay showed that these GCs were potent ligands of GR. Their GR binding affinities were in the order of methylprednisolone > betamethasone ≈ prednisolone > dexamethasone, with IC50 values of 1.67, 2.94, 2.95, and 5.58 nM. Additionally, the limits of detection of dexamethasone, betamethasone, prednisolone, and methylprednisolone were 0.32, 0.14, 0.19, and 0.09 μg/kg in fluorescence polarization assay. Reporter gene assay showed that these GCs induced GR transactivation in a dose‐dependent manner, confirming their GR agonist activities. Among which, dexamethasone at the concentration of 100 nM produced a maximal induction of more than 11‐fold over the blank control. Molecular docking and molecular dynamics simulations suggested that hydrogen‐bonding and hydrophobic interactions played an important role in stabilizing the GC‐GR‐LBD complexes. In summary, this work might help to understand the GR‐mediated endocrine disrupting effects of typical GCs.