The glucocorticoid receptor α (GRα) is a member of the nuclear receptor superfamily and functions as a glucocorticoid (GC)-responsive transcription factor. GR can halt inflammation and kill off cancer cells, thus explaining the widespread use of glucocorticoids in the clinic. However, side effects and therapy resistance limit GR’s therapeutic potential, emphasizing the importance of resolving all of GR’s context-specific action mechanisms. Fortunately, the understanding of GR structure, conformation, and stoichiometry in the different GR-controlled biological pathways is now gradually increasing. This information will be crucial to close knowledge gaps on GR function. In this review, we focus on the various domains and mechanisms of action of GR, all from a structural perspective.