Steroid treatment is required in many clinical settings and if prolonged can be associated with serious side effects. Certain less well-known side effects may require specific prevention, diagnosis and treatment. The risk of developing hyperglycemia, psychiatric disorders and opportunistic infections associated with immunosuppression is often forgotten. We present herein some evidence on the prevalence, preventive measures and treatment of some of these side effects. Large controlled trials are lacking and do not allow to provide strong recommendations. Nevertheless, we try to provide some suggestions based on a review of the literature.