Epidural steroid injections are generally very safe, but there are some rare potential complications. One of the most common risks is for the needle to go too deep and cause a hole in the dura, the tissue that surrounds the spinal cord and nerve roots. When this occurs spinal fluid can leak out through the hole and cause a headache . This headache can be treated with bedrest, or with a blood patch. A blood patch involves drawing some blood from the vein and the injecting it over the hole in the dura. The blood forms a seal over the hole and prevents any further fluid from leaking out.