Bursa injection is used to ease joint pain produced by several inflammatory diseases, including arthritis and bursitis. A steroid injection is delivered into the bursa, a fluid-filled sac that reduces friction between muscles/tendons and bone when you move. Inflamed bursae can cause pain in your joints, but steroids can reduce this. Bursae can be found in your shoulders, elbows, hips, knees, and other regions.