In this state-of-the-art review, the author discusses the history of prohibiting glucocorticoids (GCs) and how this has occurred over nearly three decades at the Olympic Games. He relates how prohibiting systemic GCs in sport was a major factor in the development of therapeutic use exemptions and the fluctuating status of non-systemic GCs (banned, not banned). Concern is expressed that for 2017, the World Anti-Doping Agency (WADA) is proposing to prohibit injecting GCs shortly prior to competition. The author notes that in 1986, when GCs were first prohibited, analytical chemistry techniques could not distinguish the route of GC administration from its urinary concentration. Thirty years later, this remains the case. Importantly, this article discusses how the desired pharmacological effects of injecting GCs locally and intra-articularly can be achieved and why exercising vigorously immediately or shortly after a GC injection is therapeutically unsound. The review concludes by agreeing that injecting GCs shortly prior to strenuous training or competition is medically unwise but stresses that this is a clinical matter that sport—not WADA—needs to address. Cycling and rowing have managed this successfully for the past 5 years.