Following specialist training, physiotherapists in some countries, such as the United Kingdom and Norway perform landmark, and ultrasound guided, soft tissue and joint injections for a wide range of musculoskeletal conditions. Whether they inject or not, physiotherapists may wish to recommend injections, and people requiring care commonly seek physiotherapist’s opinions on injection therapy. Globally, there has been a substantial increase in the use of corticosteroid injections to treat musculoskeletal conditions. Those performing injections or providing advice need be cognisant of the possible harms of the procedures and communicate this information sensitively to those considering the procedures. This review synthesises evidence for local and systemic adverse reactions and side effects related to corticosteroid injections in the treatment of non-spinal musculoskeletal conditions. Multiple databases including PubMed, Medline, PEDro, Cinahl were searched, and all levels of evidence were included if they added to the review. Serious adverse events appear to be rare, possibly in part, due to under-reporting of side effects. Where available, suggestions for minimising risk and aftercare have been made. As substantial gaps in the evidence were found, areas for further research are suggested and a decision-making tool is included to facilitate whether to proceed to injection, proceed with precaution or no injection.