Glucocorticoids exert pleiotropic effects either by a relatively slow mechanism involving binding to cytosolic/nuclear receptors and regulation of gene expression or by rapid activation of a putative membrane receptor and membrane signal transduction. Rapid glucocorticoid actions are initiated at the membrane and recruit intracellular signaling pathways that engage multiple downstream cellular targets, including lipid and gas intercellular messengers, membrane neurotransmitter receptor trafficking, nuclear glucocorticoid receptor activation and trafficking, and more. Thus, membrane glucocorticoid signaling diverges into a multiplexed array of signaling pathways to simultaneously regulate highly diverse cellular functions, giving these steroid hormones a broad range of rapid regulatory capabilities. In this review, we provide a brief overview of the growing body of knowledge of the cell signaling mechanisms of rapid glucocorticoid actions in the brain.