Mental health issues like high stress, depression and other such issues can have both mental and physical symptoms. However, feeling emotionally exhausted can have a clear impact on mental and physical state of a person. Emotional exhaustion could be a result of high stress and depression and can result in loss of motivation. It can also make the individual feel physically fatigued. Hence, Steve can use the term 'constantly exhausted' for describing his physical and mental state if he is in depression or state of excessive stress for a prolonged period of time.