The DEXamethasone twice for pain treatment after Total Knee Arthroplasty (DEX-2-TKA) trial showed that adding one and two doses of 24 mg intravenous dexamethasone to paracetamol, ibuprofen and local infiltration analgesia, reduced morphine consumption (primary outcome) within 48 h after TKA. We aimed to explore the differences in the effect of dexamethasone on morphine consumption in different subgroups. Quantile regression adjusted for site was used to test for significant interaction between the predefined dichotomised subgroups and treatment group. The subgroups were defined based on baseline data: sex (male/female), age (≤65 years/>65 years), American Society of Anaesthesiologists (ASA)-score (ASA I + II/III), visual analogue score of preoperative pain at rest (≤30 mm/>30 mm), pain during mobilisation (≤30 mm/>30 mm), type of anaesthesia (spinal anaesthesia/general anaesthesia and spinal converted to general anaesthesia), and prior daily use of analgesics (either paracetamol and/or NSAID/neither). These analyses were supplemented with post hoc multivariate linear regression analyses. Test of interaction comparing sex in the pairwise comparison between DX2 (dexamethasone [24 mg] + dexamethasone [24 mg]) versus placebo (p = .02), showed a larger effect of dexamethasone on morphine consumption in male patients compared to females. Test of interaction comparing age in the pairwise comparison between DX1 (dexamethasone [24 mg] + placebo) versus placebo (p = .04), showed a larger effect of dexamethasone on morphine consumption in younger patients (≤65 years) compared to older. All remaining subgroup analyses showed no evidence of a difference. The supplemental multivariate analyses did not support any significant interaction for sex (p = .256) or age (p = .730) but supported a significant interaction with the type of anaesthesia (p < .001). Our results from the quantile regression analyses indicate that the male sex and younger age (≤65 years) may be associated with a larger analgesic effect of dexamethasone than the effects in other types of patients. However, this is not supported by post-hoc multivariate linear regression analyses. The two types of analyses both supported a possible interaction with the type of anaesthesia.