Intra-articular glucocorticoid injection (IAGCI) is frequently used to treat joint pain and inflammation. While its efficacy has been extensively studied, there are not as many detailed descriptions regarding safety. This review aimed to describe the immediate-, short- and long-term complications of IAGCI and their predictors. Most studies mainly report mild and self-limited adverse events with an incidence similar to placebo. However, the reported incidences vary significantly and are mostly inferred from retrospective data. Septic arthritis is the most feared adverse event due to its association with high mortality. Other short-term local complications include injection site pain, post-injection flare, skin hypopigmentation and atrophy, and tendon rupture. Systemic side effects are common, including vasovagal reactions, flushing, increased appetite and mood changes, hyperglycemia in diabetic patients, and bleeding in high-risk patients. Few predictors of complications have been systematically evaluated. However, male gender, advanced age, and pre-existing joint disease have been suggested in retrospective studies to correlate with infection risk. Overall, in most studies, only severe adverse event rates are reported, with no systematic prospective evaluations of safety and no report of predictors of complications. Therefore, since IAGCI is a routinely used treatment, more detailed knowledge of adverse events and complications is warranted.