What do you do if you are allergic to steroids? The last time I had a steroid shot, I turned all red and got very itchy. I tried to take prednisone and it made it worse. Since then, I cannot take any steroids at all. Some of my doctors can't believe I'm allergic, but I get this reaction every time I try to use them. I even had a reaction to an asthma inhaler that had a steroid in it. HELP??? What do I do for my back pain, my bursitis, etc.