Cortisone shots are injections that may help relieve pain and inflammation in a specific area of your body. Cortisone shots are most commonly given into joints; such as your ankle, elbow, hip, knee, shoulder, spine and wrist. Even the small joints in your hands and feet may benefit from cortisone shots. Cortisone shots are also used to treat keloids in the skin.Cortisone shots usually include a corticosteroid medication and a local anesthetic. In many cases, cortisone shots can be administered in your doctor's office. However, the number of cortisone shots you can receive in one year generally is limited because of potential side effects from the medication.