Orthopedic surgeons commonly perform corticosteroid injections. These injections have systemic side effects, including suppression of the hypothalamic-pituitary adrenal axis. Due to this suppression, there is a theoretical risk of corticosteroid injections affecting the efficacy of the novel COVID-19 vaccines. This potential interaction led the American Academy of Orthopedic Surgeons to recommend, "avoiding musculoskeletal corticosteroid injections for two weeks before and one week after COVID vaccine administration." This review examines the literature underlying this recommendation. An extensive literature review was performed through PubMed, MEDLINE, and Google Scholar from database inception to May 2022. Keywords searched were COVID, coronavirus, vaccine, vaccination, steroids, and corticosteroids. Search results included articles written in the English language and encompassed reviews, case series, empirical studies, and basic science articles. There is no definitive evidence that corticosteroid injections affect COVID-19 vaccine efficacy or increase the risk of contracting COVID. The authors recommend orthopedic surgeons follow the AAOS guidelines, which recommend avoiding injections two weeks before and one week following COVID vaccine administration. Additional research is needed to better define this theoretical risk, especially since there is good evidence that injections suppress the hypothalamic-pituitary-adrenal-axis.