For decades, glucocorticoids (GC) have been used to treat several inflammatory conditions, including chronic and autoimmune diseases, due to their potent anti-inflammatory properties. In the context of infectious diseases, the use of GCs may be effective as adjuvant to antibiotic therapy by controlling excessive inflammatory responses resulting in better outcome in some cases. However, the use of GCs has been associated with a vast number of side effects, including increased probability of immunosuppression and consequent risk of opportunistic infection. Glucocorticoid-induced leucine zipper (GILZ) and Annexin A1 (AnxA1) are GC-induced proteins intrinsically involved with the anti-inflammatory functions of GCs without the associated adverse metabolic effects. Recent studies have shown that these GC-proteins exhibit pro-resolving effects. An essential characteristic of pro-resolving molecules is their ability to coordinate the resolution of inflammation and promote host defense in most experimental models of infection. Although the role of GILZ and AnxA1 in the context of infectious diseases remain to be better explored, herein we provide an overview of the emerging functions of these GC-proteins obtained from pre-clinical models of infectious diseases.