In North Jutland County, Denmark, we investigated whether use of oral glucocorticoids was associated with an increased risk of developing basal cell carcinoma (BCC), squamous cell carcinoma (SCC), malignant melanoma (MM), and non-Hodgkin's lymphoma (NHL). From the Danish Cancer Registry we identified 5422 BCC, 935 SCC, 983 MM, and 481 NHL cases during 1989–2003. Using risk-set sampling we selected four age- and gender-matched population controls for each case from the Civil Registration System. Prescriptions for oral glucocorticoids before diagnosis were obtained from the Prescription Database of North Jutland County on the basis of National Health Service data. We used conditional logistic regression to estimate incidence rate ratios (IRRs), adjusting for chronic medical diseases (information about these were obtained from the National Patient Registry) and use of other immunosuppressants. We found slightly elevated risk estimates for BCC (IRR, 1.15 (95% CI: 1.07–1.25)), SCC (IRR, 1.14 (95% CI: 0.94–1.39)), MM (IRR, 1.15 (95% CI: 0.94–1.41), and NHL (IRR, 1.11 (95% CI: 0.85–1.46)) among users of oral glucocorticoids. Our study supports an overall association between glucocorticoid use and risk of BCC that cannot be explained by the presence of chronic diseases or concomitant use of other immunosuppressants.