"First time I've had an injection like that, so it made it sore the first 48 hours," the 33-year-old said Saturday before Boston's game with the Los Angeles Angels. "But yesterday it started feeling a lot better."
Price was placed on the injured list Thursday after an MRI revealed the cyst. Price is 7-5 with a 4.36 ERA over 21 starts this season.
He said the discomfort in his wrist started "about three or four starts ago" and was affecting his hand strength and ability to execute his pitches -- particularly his cutter and changeup. It caused pitches to come out of his hand about a split-second too early, he said.
"It's been a struggle," Price said. "Very tight. Not being able to take my wrist backward. That makes it tough. We handled it four days ago. The last few days have been a lot better."
Price's hope is the shot will dissolve the cyst. He couldn't rule out the possibility of having minor surgery in the offseason, if the symptoms return.
"The shot can take care of things," he said. "We injected straight into the cyst. So hopefully that blows it up and it doesn't come back. But, if not, it is something we could have cut out. That wouldn't be a very long recovery process."
Red Sox manager Alex Cora believes the calendar will give the Red Sox a little relief while Price recovers and before they finalize a plan for their pitching staff for the stretch run of the season.
Boston's series finale with the Angels is Sunday. After a three-game series at Cleveland, the Red Sox have an off day before opening a three-game home series with Baltimore next Friday. That is followed by three straight interleague series.
"David, it might take a while now, but when he's fine it's a sprint," Cora said. "He's shown before it doesn't take that much for him to get back."
Price will start tossing a ball in the next two days and take it from there, Cora said.
"We better be ready because as soon as his wrist feels better, I know he's going to push to start throwing and performing," Cora said. "We just got to make sure we make the right decisions and schedule him the right way."