Introduction Glucocorticoids are widely used in the treatment of immune-mediated diseases. Despite their widespread use, details on dosing, effectiveness and adverse effects are yet to be determined. Objective To know the current use of methylprednisolone (MTP) in the management of immune-mediated conditions, evaluating the relationship among doses, therapeutic response and adverse effects. Methodology A multicenter retrospective cohort study was designed, including patients who received intravenous pulses of MTP between 1 January 2013 and 12 December 2015 in three different hospitals in Uruguay. The patients included received MTP to treat systemic autoimmune diseases (SADs), hematological, nephrological and neurologic diseases and others. The following variables were analyzed: age, gender, MTP cumulative dose, duration of treatment, clinical response (complete, partial and no response) and adverse effects. Results In total, 164 cases were identified, of which 118 (72%) were female. The median age was 48.4 (SD: 18) years. The indications for MTP included: neuroimmune-mediated 92 (56.1%), SADs 29 (17.5%), hematological 15 (9.1%), nephrological 12 (7.3%) and others 16 (9.9%). The median dose to achieve complete response was 3.2 g (SD: 1.5); the median dose to accomplish a partial response was 3.5 g (SD: 1.25); the median dose for non-responders was 3.3 g (SD 1.2) ( p > 0.05). The median dose in those patients with adverse effects was 3.4 g (SD 1.5) and the median dose for those who did not experience adverse effects was 3.3 g (SD: 1.3) ( p > 0.05). The most frequent adverse effects were infectious (22/164, 13.4%). Diabetics were found to have the highest incidence of adverse effects (13/16, 81%) in comparison to non-diabetics, p < 0.05. Discussion Our study suggests a wide range of doses and duration of treatments with MTP. No major associations were found between clinical response and the use of high MTP doses, but the latter was associated with a large proportion of severe infections. No severe infections were identified with MTP doses lower than 1.5 g. The diabetic population is known to be at risk of experiencing varied adverse effects to MTP. These observations reinforce the need for protocolized use of MTP in order to achieve a better relationship among doses, effectiveness and safety profile.