Taking a steroid long term causes adrenal supression and a number of side effects. Cushings syndrome is the term used to describe the characteristic changes in appearance due to water and salt retention as well as a number of other features. Bloating and swelling of stomach and legs are very common. This would add to the weight problem.
In addition, cortisone steroids also cause an increase in appetite leading to people eating more calories that they need, therefore leading to weight gain.
So the short answer is that taking steroids will cause weight gain. Your doctor should monitor the degree of salt and water retention and I would advise that you establish a calorie controlled diet to manage the tendency of increased appetite.
Exercise would be good, and I recommend you start gently then build up to 30 mins brisk walking each day.
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