Hyperinfection and disseminated infection by the parasitic nematode Strongyloides stercoralis can be induced by iatrogenic administration of steroids and immunosuppression and lead to an elevated risk of mortality. Responses of free-living stages of S. stercoralis to the therapeutic corticosteroid dexamethasone (DXM) were investigated using RNA-seq transcriptomes of DXM-treated female and male worms. A total of 17,950 genes representing the transcriptome of these free-living adult stages were obtained, among which 199 and 263 were differentially expressed between DXM-treated females and DXM-treated males, respectively, compared with controls. According to Gene Ontology analysis, differentially expressed genes from DXM-treated females participate in developmental process, multicellular organismal process, cell differentiation, carbohydrate metabolic process and embryonic morphogenesis. Others are involved in signaling and signal transduction, including cAMP, cGMP-dependent protein kinase pathway, endocrine system, and thyroid hormone pathway, as based on Kyoto Encyclopedia of Genes and Genomes analysis. The novel findings warrant deeper investigation of the influence of DXM on growth and other pathways in this neglected tropical disease pathogen, particularly in a setting of autoimmune and/or allergic disease, which may require the clinical use of steroid-like hormones during latent or covert strongyloidiasis.