Glucocorticoids (GCs) are often used for improvement of quality of life, particularly in the elderly, but long-term GC use may cause harm; bone loss and fractures are among the most devastating side effects. Fracture risk is particularly high in patients with a severe underlying disease with an urgent need for treatment with high-dose GCs. Moreover, it is important to realize that these patients suffer from an augmented background fracture risk as these patients have a high presence of traditional risk factors for osteoporosis, such as high age, low body mass index (BMI), smoking and relatives with osteoporosis or hip fractures. It is thus crucial for prevention of osteoporotic fractures to use the lowest dose of GC for a short period of time to prevent fractures. Another important task is optimal treatment of the underlying disease; for instance, fracture risk is higher in patients with active rheumatoid arthritis than in patients in whom rheumatoid arthritis is in remission. Thus, fracture risk is generally highest in the early phase, when GC dosage and the disease activity of the underlying disease are high. Finally, some of the traditional risk factors can be modulated, e.g., smoking and low BMI. Life-style measures, such as adequate amounts of calcium and vitamin D and exercise therapy are also crucial. In some patients, anti-osteoporotic drugs are also indicated. In general, oral bisphosphonates (BPs) are the first choice, because of their efficacy and safety combined with the low cost of the drug. However, for those patients who do not tolerate oral BPs, alternatives (“second-line therapies”) are available: BP intravenously (zoledronic acid), denosumab (Dmab), and teriparatide. Both zoledronic acid and Dmab have been proven to be superior to oral bisphosphonates like risedronate in improvement of bone mineral density. For teriparatide, vertebral fracture reduction has been shown in comparison with alendronate. Thus, to reduce the global burden of GC use and fracture risk, fracture risk management in GC users should involve at least involve life-style measures and the use of the lowest possible dose of GC. In high-risk patients, anti-osteoporotic drugs should be initiated. First choice drugs are oral BPs; however, in those with contraindications and those who do not tolerate oral BPs, second-line therapies should be started. Although this is a reasonable treatment algorithm, an unmet need is that the most pivotal (second-line) drugs are not used in daily clinical practice at the initial phase, usually characterized by high-dose GC and active underlying disease, when they are most needed. In some patients second-line drugs are started later in the disease course, with lower GC dosages and higher disease activity. As this is a paradox, we think it is a challenge for physicians and expert committees to develop an algorithm with clear indications in which specific patient groups second-line anti-osteoporotic drugs should or could be initiated as first-choice treatment.