No, the vaccine is made of an inactive version of the flu virus and, therefore, is not infectious. The nasal spray is made of a weakened form of the virus and cannot cause influenza, but may cause a mild runny nose for a day or two. After vaccination, some people may experience other side effects such as a headache, mild fever, or muscle aches for a couple of days; these side effects may contribute to the misconception that the flu shot can give you the flu.