There is a good chance that you are not pregnant. Depo is some strong stuff, and it stays in your body for quite a while. After women stop taking depo, it can take a year and a half for them to get pregnant because the hormones from depo stay in our body for so long. So if you went on the pill right after getting off the shot, chances are you were covered. Also, a lot of the symptoms for the pill are pretty close to symptoms for early pregnancy. I won't say pregnancy is impossible, however. Neither depo nor the pill are 100% effective against pregnancy. If you are pregnant, you will have to stop taking the pill as soon as possible (unless you are planning on aborting, I suppose), as it can harm the baby.