Epidural Steroid Injection can show results in at least 3 days. The initial injection puts more fluid into a specific area that is already inflamed. So, it usually increases pain for 2 days which then subsides to either significant relief or your prior level of pain. However, these injections are not effective for everyone, because the body reacts differently to them. When they do start working then they can provide relief for 2 weeks up to a couple of months. If this duration is long enough for your body to heal the injury, then you won't notice symptoms return. In case your body doesn’t recover then another treatment should be done because steroids can damage joints in such a manner that cannot be fixed if used for the long term.
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Steroid shots have 2 components:
lidocaine which numbs immediately but only lasts 12-24 hours
cortisone which takes approximately 36 hours to reach full potency.
So there is typically a day when the discomfort of the shot affects you but the relief of the cortisone has not yet kicked in.