The initial response of lymphoid malignancies to glucocorticoids (GCs) is a critical parameter predicting successful treatment. Although being known as a strong inducer of apoptosis in lymphoid cells for almost a century, the signaling pathways regulating the susceptibility of the cells to GCs are only partly revealed. There is still a need to develop clinical tests that can predict the outcome of GC therapy. In this paper, I discuss important parameters modulating the pro-apoptotic effects of GCs, with a specific emphasis on the microRNA world comprised of small players with big impacts. The journey through the multifaceted complexity of GC-induced apoptosis brings forth explanations for the differential treatment response and raises potential strategies for overcoming drug resistance.