First of all.. when did you expect your period and how late are you? Also is this your first cycle on the depo? I have tried depo once and it made me spot the entire three months... but there are other women that have that can give you some more insight. But I was under the impression that most women do not have periods while they are on this method of birth control.
I did alittle research for you:
Depo-Provera is a hormone (progestin) that is injected by a health care professional into the woman’s buttocks or arm muscle every three months (pregnancy prevention begins 24 hours after injection).
If you have more questions about the way your birth control works contact your Dr. and ask for more information. Also do a search online it will help to understand how it works.
Good luck...