You are not alone. Rarely, people on high doses of steroids used for diseases other than asthma really do get 'steroid psychosis', which is sudden, severe, and quickly gets completely better when the dose is reduced. I have never seen this in asthma, and this is not at all the same as the emotional changes which many doctors believe happen with the milder treatment used in asthma. The subject of depression caused by asthma is a big one, and I can't do justice to it here. The worst culprit is asthma which has a powerful effect on social life.
Some people have such bad asthma that their marriage prospects, or family life are badly affected.
Asthma in a child may keep not only the child but both parents awake, so that they have to get through the day and through work although deprived of sleep, and anxious about their child. Other stresses add to this. There may be a bereavement, fear of job loss, stress at work, or marital strife. The whole situation can become too difficult to handle without help and sympathy. Asthma can interfere with normal sexual relations.