Generally speaking, this procedure is safe. However, with any procedure there are risks, side effects and the possibility of complications. The most common side effect is pain at the injection site and lower back, which is temporary. The other risks are very rare and include spinal puncture with headaches, infection, bleeding inside the epidural space with nerve damage, worsening symptoms etc. The other risks are related to the side effects of cortisone. These include temporary weight gain, temporary increase in blood sugar (mainly in diabetics) and water retention.