Administering injections directly into the knee might help in some cases. The two most commonly used injections for knee pain are corticosteroids and lubricants. Of these, corticosteroid injections can help with arthritis, as well as the inflammation of the knee. In general cases, these need to be repeatedly administration every few months. On the other hand, lubricants are similar to the fluid that is present in our knee joint and can help with motion and pain.