Absolutly they do. Heres a copied summary of an article from PubMed:
Androgenic-anabolic steroid effects on serum thyroid, pituitary and steroid hormones in athletes. ... In five of the seven subjects, serum concentrations of growth hormone increased at some point of the study 5 to 60-fold. Because of the use of exogenous testosterone, serum testosterone concentration tended to increase.