It occurs at one time or another to a fair percentage of users. Physiologically, this problem is most directly caused by a combination of two factors. When used at therapeutic and(above normally prescribed) dosages, anabolic steroids tend to decrease blood-clotting ability. Specifically what is happening, it appears the drugs increase plasmin, antithrombin III, and protein S levels, stimulate fibrinolysis (clot breakdown), and suppress clotting factors II, V, VII, and X. If you look, you’ll see that the prescribing guidelines for anabolic/androgenic steroids in the U.S. warn of potential increases in prothrombin time, a measure of how long it takes for a blood clot to form. This ‘thinning’ of the blood also seems to make a bleed slower to stop. At high dosages, steroids have the exact opposite effect on the blood. It seems that anabolic steroids can also elevate levels of thrombin and C-reactive protein,as well as thromboxane A2 receptor density,which support clotting. At a certain dosage level the pro-clotting changes in the blood appear to overtake the anti-clotting effects discussed earlier. These changes have been well-documented in some steroid abusing subjects,as are reports of (sometimes fatal) blood clots, embolisms, and strokes. The second factor is elevated blood pressure.

I've read before that AAS increases hemoglobin. I don't have these issues.