I Had A Cortisone Shot For An Asthma Attack. It

I had a cortisone shot for an asthma attack. it was a pretty high dose as I was having pretty serious croup with it. It has helped that greatly, but I am so emotional and weepy. I wonder if it is a side effect.. Can't find that answe ? All I have to help me stop crying is a low dose of Zanax. Can I take one?