What shot was it? If it was dtap, it could cause pain and discomfort afterward. It's the tetanus shot, and even adults feel like you got punched where they gave the shot. I'm surprised they gave it in the leg, tho. Usually, they shouldn't if they're walking. Have you given any tylenol? That might help
You can check all the side effects on justtheinserts . com and see if his are listed. Hope he feels better!