Let G be a connected reductive group over an algebraic closure of a finite field Fq. In this paper it is proved that the infinite dimensional Steinberg module of kG defined by N. Xi in 2014 is irreducible when k is a field of positive characteristic and char k is not char Fq. For certain special linear groups, we show that the Steinberg modules of the groups are not quasi-finite with respect to some natural quasi-finite sequences of the groups.