Transcription complexes containing steroid hormone receptors (SRs) have been well characterized at selected canonical target genes. More recently, the advent of whole genome technologies has allowed for complete SR transcriptome analyses in diverse cell types and in response to a variety of cellular stimuli. These types of studies have revealed little overlap between the tissue or cell type-specific transcriptomes of a given SR, suggesting that all SRs are highly context-dependent transcription factors. However, the mechanisms controlling SR promoter selectivity have not been fully elucidated. Many factors may influence SR promoter selectivity, including chromatin structure, cofactor availability, and posttranslational modifications to SRs and/or their numerous coregulators; this review focuses on the impact that covalent attachment of small ubiquitin-like modifier (SUMO) moieties to SRs (i.e., SUMOylation) have on the transcriptional regulation of SR target genes.