Well, it's hard to say. Here's what happened with one family:
Their son, who was, like, 16-years-old or something, ordered steroids online and actually received them. He began using them and got strong, but eventually his parents found out and they were pissed. They demanded he stopped using them and grounded him for a bit. Weeks later, when they found out he was still using, they grounded him even more severely by taking away his car keys and not allowing him much of a social life.
Next thing they know, they find him hanging dead in his bedroom.
Now, how much of that had to do with steroid use? It's hard to say. The kid probably had low self-esteem anyhow which is why he began using 'roids. The gear was an esteem booster and when it was taken away from him he couldn't handle life anymore. He didn't want to go back to how he use to be.
There were a few other cases like this as well. Did the steroids cause the suicide, though? Probably not. Some kids just have low self-esteem and are more prone to suicide anyhow. Although, there could be a chance that the 'roids altered the kid's body chemistry and made him a bit more depressed. There are studies that show steroids in teens can cause chemical imbalances that can lead to depression. Adults don't tend to show symptoms of depression as much.
So was it the steroids, the kid, or both? I guess in the end it's purely subjective. I'd have to say it was a little bit of both.