The steroids injected into the joint are generally safe and do not have systemic side affects unlike steroid pills. Steroid injections typically will not rise up blood sugars to a significant degree. Possible side affects/adverse affects of shoulder steroid injection would include an infection, bleeding into the joint if the needle goes through a significant blood vessel, skin can ulcerate if too much steroid is injected closely underneath the skin. Also there can be fat trephine under the skin and essentially leaving a dent in the contour of where the steroid was injected. Additionally, there can be tendon rupture and overall weakening of the structure receiving the steroid.