I had the same thing happen to me. A few yrs ago i used to take depo and found the same thing. to the point where i'd be in tears at times when generally without it I never acted that way. Things are different now. My lifestyle has changed and I am taking depo again. i don't think it gets me depressed anymore. it's just mainly the initial weight gain. it comes off though toward the end of the three months.
Talk to a doc and maybe go on a very light pill. That may help with your moods.