Steroid-refractory graft versus host disease (GVHD) represents a fearsome complication after allogeneic hematopoietic stem cell transplantation (HSCT). We conducted a retrospective study on outcomes and risk factors associated with acute and chronic steroid-refractory GVHD in a large cohort of 1207 patients receiving HSCT in Saint Louis Hospital between 2007 and 2017. Among patients who developed an acute and/or a chronic GVHD, the cumulative incidences of acute and chronic steroid-refractory disease were 31% and 48%, respectively, at day +100 and 1-year post-HSCT. Through a multivariable analysis we selected several risk factors associated with the development of a steroid-refractory disease. For acute GVHD steroid refractoriness, we identified (1) a very high disease risk index, (2) an unrelated donor, (3) the absence of in vivo T-depletion as GVHD prophylaxis, and (4) a reduced intensity conditioning regimen. For chronic GVHD, (1) the use of peripheral blood stem cells, (2) unrelated donors, and (3) absence of in vivo T-depletion were more likely associated with a steroid-refractory disease. After the construction of a multistate dynamic model, we found that the probability of being alive without relapse after the resolution of all GVHD episodes was about 36% in the long term.