Glucocorticoid (GC) therapy is the most frequent cause of secondary osteoporosis. In this study we have demonstrated that GC treatment induced the development of autophagy, preserving osteocyte viability. GC treatment resulted in an increase in autophagy markers and the accumulation of autophagosome vacuoles in vitro and in vivo promoted the onset of the osteocyte autophagy, as determined by expression of autophagy markers in an animal model of GC-induced osteoporosis. An autophagy inhibitor reversed the protective effects of GCs. The effects of GCs on osteocytes were in contrast to tumor necrosis factor α (TNF-α), which induced apoptosis but not autophagy. Together this study reveals a novel mechanism for the effect of GC on osteocytes, shedding new insight into mechanisms responsible for bone loss in patients receiving GC therapy.