•Glucocorticoid (GC) dynamics during pregnancy are mostly known from model species.•These findings may not be generally applicable to mammals.•We review GCs during pregnancy in a variety of orders to assess generality.•In most species, maternal GCs increase during late pregnancy.•Increase in fetal GC exposure in late pregnancy is essential for development. Pregnancy is one of the defining characteristics of placental mammals. Key in the growth and development of the fetus during pregnancy are the dynamics of glucocorticoids (GCs) and their binding protein,corticosteroid-binding globulin (CBG), which determines how much of the GCs are free and biologically active. Out of more than 5000 species of placental mammals in 19 different orders, our understanding of the dynamics of maternal GCs and CBG during pregnancy is largely limited to the detailed study of 3 groups – sheep, laboratory rodents, and humans. The assumption is often made that what we see in these few species applies to the rest. To examine this generality, we compared patterns of maternal GCs over pregnancy from all placental mammals where data is available: in the blood of 13 species from 5 different orders and in metabolites in excreta in an additional 20 species from 9 orders. We found that maternal free GCs increase by late pregnancy in most taxa. This increase is achieved by either an increase in total GC secretion or a decrease in CBG. A major exception is found in the even-toed ungulates (sheep, cows, etc.) where maternal GCs and CBG remain stable, but where the fetal adrenals mature in late pregnancy and produce the majority of their own GCs. We conclude that patterns of change in maternal GCs and CBG during pregnancy are species-specific but are alternative means to the same end: increased fetal exposure to GCs in late pregnancy, which is essential for development.