Purpose: Corticosteroids are commonly used in palliative care settings, but are associated with several side effects. Although adverse events (AEs) are highly distressing for patients, few data are available from prospective studies to look at incidence or predictors of such harms. The aim of this study is to identify AE reporting among studies of patients with advanced cancer receiving corticosteroids for any reason. Methods: A systematic review was conducted using the following data sources: PubMed, Medline, SCOPUS, Cochrane reviews, and CINAHL. Randomized controlled trials (RCTs) with patients with advanced cancer assessing the effect of corticosteroids were included. Consecutive cohort observational studies of corticosteroid toxicities in cancer patients were also included. Results: Twenty-seven RCTs and 12 consecutive cohort observational studies were identified. The most frequently reported primary outcome of RCTs was nausea and vomiting (8/27). Dexamethasone was prescribed in almost half of RCTs (13/27). In consecutive cohort studies, the primary outcomes were a wide variety of symptoms. Dexamethasone was also the most common glucocorticoid used (7/12). In terms of quality of AE reporting, two RCTs and one consecutive cohort study used a validated AE assessment tool in their studies. Conclusions: Side effects of corticosteroids in advanced cancer patients were poorly reported with few data using validated tools. Researchers should be aware of the guideline of AE reporting to provide the best evidence of risk-benefit balance. Developing specific consensus guidelines about AE reporting in studies of glucocorticoids in studies of people with advanced cancer would be useful.