Background: Although there is still no universally accepted treatment agent, steroids have been administered chronologically at every dose and at every stage of the COVID-19 pandemic. Aim: We aimed to evaluate the clinical efficacy of high‑dose steroid therapy and its effect on mortality in COVID‑19 patients with severe pneumonia, severe Acute Respiratory Distress Syndrome (ARDS), and septic shock. Patients and Methods: Patients with severe pneumonia, septic shock, and ARDS due to COVID-19 who were followed up in the intensive care unit were retrospectively reviewed. Results: The study population was divided into two groups; the methylprednisolone pulse group (MP) (n = 55) and the dexamethasone group (Dex) (n = 39). When the values before and after treatment were compared; there was a statistically significant increase in the neutrophil/ lymphocyte ratio after treatment in the MP group (p = 0.006). Although it was not statistically significant in the MP group, There was a numerical increase in D-dimer levels (p = 0.28). Thromboembolic complications developed in 2 patients in the MP group. The mortality outcomes of the groups were statistically similar (p = 0.943). Conclusion: We recommend steroids use in the condition that it is indicated in the critically ill group with the poor general condition. Since there is no significant difference between high‑dose pulse steroid treatment and standard treatment doses, we think that the risk of complications should not be taken into account and high doses should not be used.