After your cortisone shot, your doctor might ask that you: Protect the injection area for a day or two. For instance, if you received a cortisone shot in your shoulder, avoid heavy lifting. If you received a cortisone shot in your knee, stay off your feet when you can. Apply ice to the injection site as needed to relieve pain. Don't use heating pads. Watch for signs of infection, including increasing pain, redness and swelling that last more than 48 hours.