Fasting is associated with improved outcomes in cancer. We previously demonstrated that cyclic fasting improved natural killer (NK) cell anti-tumor immunity by metabolically rewiring circulating and tumor infiltrating NK cells towards fatty acid metabolism. Enhanced fatty acid metabolism was linked to increased endogenous glucocorticoid levels during each fasting cycle, as NK cells from fasted mice showed increased expression of glucocorticoid-induced genes. How glucocorticoids directly influence NK cell metabolism and subsequently, anti-tumor function, has not been explored. Here, we found that treatment with the synthetic glucocorticoid, dexamethasone, reduced glycolysis and glycolytic capacity of NK cells while maintaining oxidative phosphorylation and increasing the capacity for fatty acid oxidation. In vivo, mice with Glucocorticoid Receptor (GR) deficient NK cells showed reduced lipid uptake during cyclic fasting and when subjected to tumors. This led to decreased NK cell function within the TME and impaired tumor control. Mechanistically, using paired CHIP-seq and RNA-seq of dexamethasone treated NK cells, we found that the GR binds and directly drives the expression of genes important for metabolic and inflammatory processes. These results demonstrate that glucocorticoids directly facilitate the metabolic rewiring of NK cells, which is critical for optimal anti-tumor responses.