Prednisone is the most common first-line treatment for adult primary immune thrombocytopenia (ITP). However, the best initial therapeutic approach is still a matter of debate. Prior studies have shown that high-dose dexamethasone (HD-DXM) produces a high sustained efficacy not achieved by conventional prednisone therapy. However, the definition of response widely differs between individual reports, and this heterogeneity makes comparison of the efficacy difficult. The aim of our study was to compare the therapeutic outcomes of a conventional dose of prednisone with HD-DXM for adult ITP patients as initial therapy. Thirty patients treated with prednisone and 22 patients treated HD-DXM were retrospectively analyzed. No significant differences between the HD-DXM and prednisone groups were observed for the rates of complete response (68% vs. 70%) and response (18% vs. 17%). However, 1 year probability of sustained response was significantly greater in the HD-DXM group than in the prednisone group (78% vs. 38%;P = 0.008). No adverse events necessitating discontinuation of treatment were observed in either group. Our retrospective analysis showed that initial treatment with HD-DXM produced longer response duration compared to a conventional dose of prednisone. Randomized clinical trials are warranted to establish the optimal initial steroid therapy for adult ITP.