Hello, and I hope I can help you today. Depo Provera really is almost immediately effective in preventing pregnancy, and if you got your first shot after a negative pregnancy test, you really do not have to worry about having conceived, as it is extraordinarily rare to conceive on Depo. The effectiveness continues as long as you get your injections on time every three months. Side effects of Depo Provera are very similar to pregnancy as the hormone Progesterone (the active ingredient in Depo) is also produced at high levels during pregnancy. So bloating, breast tenderness, spotting, food cravings and weight gain can all be side effects of the medication. If you are concerned about pregnancy, you can purchase and perform an over-the-counter pregnancy test and perform it according to the package directions. Modern pregnancy tests are extremely accurate and will become positive within 10 days to 2 weeks after conception. So in summary, your feeling pregnant is most likely from the Depo Provera. You do not need to be concerned about pregnancy as long as you were not already pregnant when you got the first shot. I hope that I was able to adequately answer your question today and that this information was helpful. Best wishes, Dr. Brown