Some people may experience reactions in the gastrointestinal tract after getting a vitamin B12 shot. Some side effects associated with the injections include nausea, vomiting, indigestion and mild diarrhea, according to Drugs.com.lthough it is a rare occurrence, an allergic reaction may occur following a vitamin B12 injection. The reaction is thought to occur due to impurities in the B12 injection, notes Drugs.com.