What Causes Weight Gain While On Weight Loss Program?

Hi I have hypotiroidism and always go to the gym and I m taking care of my meals,I was doing ok,but recently I started taking Herbalife(protein shake) and Im gaining a little weight instead of loosing weight since I m doing more excercise! That s weird and my doctor told me my thyroid was ok,one month ago I did the blood tests..can u please tell me if is the Herbalife products I just started using 2 weeks ago? I m worried,thanks.