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Best answer:
The side effects are similar to all other progesterone contraceptives, but if you get problems because you can't reverse or remove the depo they may last for 3-4 months.

For the first 3 to 6 months bleeding may be erratic and also low grade and persistent. After 1 year more than 50% of women will have no bleeding at all. Weight gain and headache can occur and libido, sex drive may fall, also acne can occur. There are also a long list of low risk problems.

The data sheet for this, and all drugs, is freely available on: http://emc.medicines.org.uk/ It gives a complete list, just type depo-provera in to the search.
Best answer:
GP for more years than I care to remember