This is perfectly normal. My Hootie gets a lump every single time she gets a shot. Just keep an eye on the lump. If it gets any bigger then it may be something else, like a Staph infection

(My sister's yorkie got a Staph infection from a shot and she had to treat it with antibiotics, but it went away.) But, as long as the bump stays the same size and gets smaller, then it is fine.