Glucocorticoids (GC) are lipophilic hormones commonly used as therapeutics in acute and chronic inflammatory disorders such as inflammatory bowel disease due to their attributed anti-inflammatory and immunosuppressive actions. Although the adrenal glands are the major source of endogenous GC, there is increasing evidence for the production of extra-adrenal GC in the brain, thymus, skin, vasculature, and the intestine. However, the physiological relevance of extra-adrenal-produced GC remains still ambiguous. Therefore, this review attracts attention to discuss possible biological benefits of extra-adrenal-synthesized GC, especially focusing on the impact of locally synthesized GC in the regulation of intestinal immune responses.