Researchers running the RECOVERY Trial announced that dexamethasone treatment saved the lives of some patients with severe COVID-19. The patients were in the hospital and required either oxygen or ventilation support. Patients that did not need oxygen did not benefit though, so no need to call your doctor for a prescription. You don’t want to suppress the immune system at the start of an infection and that is what dexamethasone is, an immunosuppressant anti-inflammatory medicine.