The primary objective of this clinical trial is to determine if treatment with an anti-inflammatory drug (delayed-release prednisone) improves the health-related quality of life (HRQOL) of veterans with Gulf War Illness (GWI). The primary outcome measure is a change from baseline of HRQOL with respect to physical functioning and symptoms. Secondary outcomes measures include changes from baseline levels of GWI-associated biomarkers of inflammation in peripheral blood, GWI-associated symptoms (chronic pain, fatigue, and cognitive impairment), and HRQOL with respect to mental functioning.