An epidural steroid injection delivers steroids directly into the epidural space in the spine. Sometimes additional fluid (local anesthetic and/or a normal saline solution) is used to help 'flush out' inflammatory mediators from around the area that may be a source of pain.pidural injections are often used to treat radicular pain, also called sciatica, which is pain that radiates from the site of a pinched nerve in the low back to the area of the body aligned with that nerve, such as the back of the leg or into the foot.