Wondering of anybody can relate or give me an answer. I had a cortisone injection 4 weeks ago in my knee, 2 days after I started to feel pressure in my head and restlessness. I've been suffering from anxiety and feel depressed. I called the docs office and of course he says there's no connection!! I explained to him that I didn't feel like this prior to the injection. So if anybody has been or is going through this, can you tell me how long these awful side effects last.