This invention relates to a sealed container containing a powder formulation comprising a dehydroepiandrosterone, its analogue(s) or salt(s) by itself or with a pharmaceutically or veterinarily acceptable carrier or diluent, and having a particle size of about 0.1 .mu.m to about 100 .mu.m. The formulation can be used to treat or prevent asthma, chronic obstructive pulmonary disease, lung inflammation, and other respiratory diseases or conditions. The formulation may be prepared by jet milling, and may be delivered through the respiratory tract or other routes using a nebulizer. The sealed container is provided in a device and/or a therapeutic kit.