Aims We aimed to establish the short- and long-term efficacy of corticosteroid injection for coccydynia, and to determine if betamethasone or triamcinolone has the best effect. Methods During 2009 to 2016, we treated 277 patients with chronic coccydynia with either one 6 mg betamethasone or one 20 mg triamcinolone cortisone injection. A susequent injection was given to 62 (26%) of the patients. All were reviewed three to four months after injection, and 241 replied to a questionnaire a mean of 36 months (12 to 88) after the last injection. No pain at the early review was considered early success. When the patient had not been subsequently operated on, and indicated on the questionnaire that they were either well or much better, it was considered a long-term success. Results At the three- to four-month review, 22 (9%) reported that they had no pain. The long-term success of one injection was 15% and rose to 29% after a second injection. Logistic regression tests showed that both early success (odds ratio (OR) 5.5, 95% confidence interval (CI) 2.1 to 14.4; p = 0.001) and late success (OR 3.7, 95% CI 1.7 to 8.3; p = 0.001) was greater with triamcinolone than with betamethasone. Late success was greater for patients with symptoms for less than 12 months (OR 3.0, 95% CI 1.4 to 6.7; p = 0.006). We saw no complications of the injections. Conclusion We conclude that the effect of corticosteroid injection for coccygodynia is moderate, possibly because we used modest doses of the drugs. Even so, they seem worthwhile as they are easily and quickly performed, and complications are rare. If the choice is between injections of betamethasone or triamcinolone, the latter should be selected. Cite this article: Bone Joint Open 2020;1-11:709–714.