I had a similar experience when taking loestrin. I think the altering hormones is a risky thing for some women.
I don't know much about a depo shot but if it had anything to do with hormones then I would say yes thats whats making you feel that way.If you plan on using hormones then I'm sure you were told the importance of maintaining your correct dosages and treatment. Sporadic intake of hormones can cause serious issues.