OBJECTIVES: I. Evaluate the potential benefit of dexamethasone administered prior to denileukin diftitox in terms of avoidance and/or reduction of hypersensitivity type reactions, flu-like symptom complex, and vascular leak syndrome side effects (adverse events) in patients with persistent or recurrent cutaneous T-cell lymphoma. II. Assess the response rate in terms of tumor burden reduction in these patients treated with this regimen. III. Determine the rate of patient withdrawal from the study due to adverse effects.