During a steroid shot treatment, the injection site is cleaned and sterilized. Your healthcare provider may apply an anesthetic spray to numb the target area. Next, your physician inserts the syringe needle and introduces the contents into the patient’s body. The substance in the syringe contains a pain relief anesthetic and corticosteroid medication. If the injection goes into a joint with excess fluid, the doctor will draw it out first with a different syringe.