The addition of a corticosteroid has become a common practice for the treatment of some infectious diseases, such as meningitis, septic shock, moderate to severe Pneumocystis jirovecii pneumonia. The belief that steroids may have a beneficial effect in the early stage of pro-inflammatory infections explains the renewed interest for these treatments. This review of recent literature helps determine the use of steroids in the treatment of infectious diseases as formal guidance, questionable or rather contraindicated. When there is a clear scientific indication for the use of corticosteroids regardless of the current infection, the latter is never a formal contraindication.