Is it okay to get a corticosteroid shot while pregnant?

Talk to your Doc. The use of any medication involves risk. The use of a medication in pregnancy involve some added risk b/c of the fetus. The decision to use a medication in pregnancy needs to be balanced between the risk of the medication used and the risk of not using the medication.
It depends. In general when you are pregnant we use as few medications as possible and work with your OB to get clearance on the ones we use. Corticosteroids in pregnant animals can cause problems in the offspring, but corticosteroids in pregnant people do not. Always be certain that when you use corticosteroids in all people that it is necessary, because they can have long term consequences.