The epidural space is between the dural sac (a membrane encasing the spinal cord, spinal fluid and nerve roots) and the vertebral wall, inside the spinal canal but outside the nerve sac. An epidural steroid injection (ESI) is an injection that delivers long-acting steroids directly into the epidural space. The steroids help to reduce pain by reducing inflammation around the nerves. Sometimes an anesthetic or saline is also used to help “flush out” inflammatory agents that may be irritating a nerve.