Changes in mood and behaviour - some people actually feel better in themselves when they take steroids. However, steroids may aggravate depression and other mental health problems and they may occasionally cause mental health problems. If this side-effect occurs, it tends to happen within a few weeks of starting treatment and is more likely with higher doses. Some people even become confused, and irritable; they may even develop delusions and suicidal thoughts. These mental health effects can also occur when steroid treatment is being withdrawn. Seek medical advice if worrying mood or behavioural changes occur.