By using Fink's Identity, Green functions, and Montgomery identities we prove some identities related to Steffensen's inequality. Under the assumptions of n-convexity and n-concavity, we give new generalizations of Steffensen's inequality and its reverse. Generalizations of some inequalities (and their reverse), which are related to Hardy-type inequality. New bounds of Grüss and Ostrowski-type inequalities have been proved. Moreover, we formulate generalized Steffensen's-type linear functionals and prove their monotonicity for the generalized class of (n + 1)-convex functions at a point. At the end, we present some applications of our study to the theory of exponentially convex functions. © 2019 by the authors.