Adrenocorticotrophic hormone (ACTH) induces the concomitant secretion of glucocorticoids (GC) and dehydroepiandrosterone (DHEA) from the adrenal cortex. Whereas GC are catabolic, DHEA is anabolic. Long-term GC administration may result in some deleterious side-effects, such as muscular weakness, atrophy and necrosis, diabetes, fattiness, osteopenia, osteoporosis and avascular necrosis and susceptibility to infections. DHEA ameliorates some deleterious effects of GC, such as diabetes, amino acid deamination, fattiness, hypertension and susceptibility to viraemia. By its anabolic effects in muscles, bones and endothelium, DHEA may diminish the severity of GC-induced myopathy, osteopenia, osteoporosis and avascular necrosis. The natural concomitant secretion of DHEA with GC probably enables the latter to protect the body from ill-effects of stress without exerting their deleterious potency. DHEA secretion diminishes during aging and severe or chronic diseases such as rheumatoid arthritis (RA) and systemic lupus erythematosus (SLE). Anti-inflammatory and immunosuppressive effects of GC and androgens, including DHEA, are now well established. On the other hand, administration of GC inhibits ACTH secretion, involutes the adrenal cortex and results in further DHEA deficiency, particularly harmful in chronic autoimmune diseases (i.e. RA, SLE). Therefore, the deleterious side-effects of chronic administration of GC emerges from both their direct catabolic activity and the suppression of DHEA production. Whereas, in males, most androgens come from the testes, in females, under GC supplementation, DHEA deficiency leads to nullification of the androgen-dependent anabolism, leaving them exposed to the GC-catabolic effects to a larger extent. The viewpoint presented here claims that under chronic GC supplementation, DHEA replacement therapy may reduce damage caused by GC administration.