Asthma is recognized as a heterogeneous disorder, although in most patients, the clinical manifestations are effectively managed with established combination therapies. However, 5–10% of asthmatics have severe asthma, which does not respond to treatment, and these patients account for >50% of asthma-related healthcare costs. New investigations into the pathogenesis of glucocorticoid resistance in severe asthma indicate that pulmonary macrophages may play central roles in promoting airway inflammation, particularly in asthma that is resistant to steroid therapy. Importantly, factors that are linked to the activation of pulmonary macrophages may contribute to glucocorticoid resistance and severe asthma. Here, we review recent advances in understanding the roles of pulmonary macrophages in the mechanisms of glucocorticoid resistance and the pathogenesis of severe asthma. We discuss the role of macrophage phenotype, infection, IFN-γ, LPS, associated signaling pathways, TNF-α, MIF, and other macrophage-associated factors. Understanding the pathogenesis of steroid-resistant severe asthma will contribute to the identification of optimal therapeutic strategies for the effective management of the disease.