BMJ Group Medical Reference
Some research suggests that having steroid injections may help with shoulder pain. But other studies didn't find any benefit from having this treatment. There's not enough research to know for certain. There may be a small benefit in the short term.  
Some good-quality studies (randomised controlled trials) found that you may feel less pain and be able to use your shoulder more in the first few weeks after an injection.  However, others found that these injections don't seem to have much of an effect.  Having steroid injections doesn't seem to make a difference in the long term.    
Some research suggests that having one or two more steroid injections in the weeks or months after your first injection may help more than having one injection on its own. 
Steroid injections usually contain one of these steroids:
For extra help in relieving pain, the steroid is often combined with a local anaesthetic.
Steroid injections rarely cause side effects, but there's a small chance of getting a flushed face. And, if you're a woman you may get irregular periods.  There's also a chance that one of your tendons can rupture. But this happens in less than 1 in 100 people.  The membrane lining your shoulder joint can become inflamed, but this should get better. This happens in up to 2 in 100 people. You can get an infection after a steroid injection, but this is very rare.
A local anaesthetic is a painkiller that's used to numb one part of your body. You usually get local anaesthetics as injections.
randomised controlled trials
Randomised controlled trials are medical studies designed to test whether a treatment works. Patients are split into groups. One group is given the treatment being tested (for example, an antidepressant drug) while another group (called the comparison or control group) is given an alternative treatment. This could be a different type of drug or a dummy treatment (a placebo). Researchers then compare the effects of the different treatments.
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