We have always done this, and it is a proven fact that it eases the pain of immunizations significantly.
Here are some links that you could/should print out to take to your doctors office if you have a Dr or (more likely) nurse that gives you a hard time about it, as many moms have encountered.
http://www.breastfeeding.com/all_abo...ies_shots.html
http://news.bbc.co.uk/1/hi/health/2621537.stm
http://12.42.224.152/HealthNews/reut...0103200313.htm
Also:
Babies Handle Shots Better While Breastfeeding
Reuters Health Information Services (04/30/01); Boggs, Will
"Researchers from McGill University's Montreal Children's Hospital Research Institute in Quebec, discovered a link between breast-fed infants and higher pain tolerance than in their bottle-fed counterparts. The study indicated that the breast milk nutrients, taste, and the infant's contact behavior associated with breastfeeding moderates the pain caused by a vaccination injection as long as it is given when the infant is suckling. The researchers studied the babies' facial expressions during injections to discover the tolerance differences between receiving the shot before or after and during breastfeeding. The findings were presented Monday at the annual meeting of the Pediatric Academics Society in Baltimore."
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The chance that your baby will associate pain with breastfeeding due to nursing them during shots is very remote, and certainly not worth NOT nursing during shots. Also, if they do chomp down on your breast as the shot goes in, which, is also pretty darn unlikely, which would you rather have have the pain? Your nipple, or the baby's injection site?
Hope this is helpful.