Depending on how direct the injection hit your sciatic nerve, it could take approximately 1-2 weeks for slight pain relief. It will generally take 1-4 months for your sciatic nerve to heal completely. If you are having extreme pain, I recommend you talking to your doctor about an analgesic such as Lortab or Vicodin, or an injection steroid (of course not near your spine). Because this was 2 months ago, I recommend you see a Neurologist.