Steroids are often injected directly into joints to treat conditions such as rheumatoid arthritis, gout, or other inflammatory diseases. Steroids also can be injected into inflamed bursae, or around tendons near the shoulder, elbow, hip, knee, hand, or wrist.f a joint is already severely destroyed, injections are not likely to provide any benefit. If a patient has a potential bleeding problem or is taking anticoagulants (often referred to as blood thinners), steroid injections may cause bleeding at the site. For these patients, injections are given only with great caution.