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Glucocorticoid (GC) therapy is associated with the risk of life-threatening adverse events in patients with autoimmune disease. To determine accurately the incidence and predictors of GC-related adverse events during initial GC treatment, we conducted a cohort study. Patients with autoimmune disease who were initially treated with GCs in Japan National Hospital Organization (NHO) hospitals were enrolled. Cox proportional hazard regression was used to determine the independent risks for GC-related serious adverse events and mortality. Survival was analyzed according to the Kaplan-Meier method and was assessed with the log-rank test.The 604 patients had a total follow-up of 1105.8 person-years (mean, 1.9 year per patient). One hundred thirty-six patients had at least 1 infection with objective confirmation, and 71 patients had serious infections. Twenty-two cardiovascular events, 55 cases of diabetes, 30 fractures, 23 steroid psychosis events, and 4 avascular bone necrosis events occurred during the follow-up period. The incidence of serious infections was 114.8 (95% confidence interval, 95.7–136.6) per 1000 person-years. After adjustment for covariates, the following independent risk factors for serious infection were found: elderly age (hazard ratio [HR], 1.25/10-yr age increment; p = 0.016), presence of interstitial lung disease (HR, 2.01; p = 0.011), high-dose GC use (≥29.9 mg/d) (HR, 1.71; p = 0.047), and low performance status (Karnofsky score, HR, 0.98/1-score increment; p = 0.002). During the follow-up period, 73 patients died, 35 of whom died of infection. Similarly, elderly age, the presence of interstitial lung disease, and high-dose GC use were found to be significant independent risk factors for mortality. The incidence of serious and life-threatening infection was higher in patients with autoimmune disease who were initially treated with GCs. Although the primary diseases are important confounding factors, elderly age, male sex, the presence of interstitial lung diseases, high-dose GCs, and low performance status were shown to be risk factors for serious infection and mortality.