I've had dozens of cervical and lumbar epidural steroid injections. I've never had anesthesia for any of them. However, the lumbar injections in particular can be painful and I have been offered anesthesia for them in the past. The procedure itself takes very little time - perhaps 15 minutes from start to finish. For me, only the actual injection (i.e., pushing the medicine through the needle already positioned in your body) is painful. That part takes less than 60 seconds, but the slower the doctor goes the less painful it is.