This question is raised out of the confusion over the use of the term “steroid.” When somebody is having pain or inflammation and their physician prescribes them a “steroid” or something “steroidal”, they are prescribing a corticosteroid (like prednisone) to decrease inflammation. These can have an immunosuppressive effect (sometimes it is intended to decrease inflammation). The “steroid” that you hear about from the media when they are talking about use and abuse by athletes refers to an anabolic steroid (like testosterone). The similarities largely end with their street names.
Some in vitro and animal data do suggest that high dose testosterone could be immune suppressive. No such immunosuppressive effect is seen when testosterone was added at replacement concentrations. Several studies using testosterone alone or on combination with oxandrolone or nandrolone in HIV-positive immune compromised patients have found no immune suppressive effect. Testosterone has been used in HIV since 1992 without any reports of immune related problems.
PERSONAL COMMENT: I have lived with immune dysfunction for 27 years and testosterone has not worsened it. In fact, it may have helped me retain the mood, appetite, and muscle mass needed for good immune function.