Can I get a flu shot while I have a cold?

I had 2 colds in the past 3 months and now I have a 3rd one. i did not get a flu shot and normally get one every year. I don't know if it's related to why I am getting more colds.
Can you get a flu shot when you already have a cold? Would it make you feel even more sick or complicate things?
Update: I don't have the flu but a cold...
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