Hi!
If you were my patient, I would first ask you which shot?--but for the purposes of this forum, I'll assume it was the De.................................................................................po shot. IF SO, Depo causes irregular bleeding fairly commonly, and that is usually nothing to worry about as long as you take your shot on schedule. The only reason NOT to do a pregnancy test is cost, and I think it might be reassuring for you, as it would probably (hopefully) be negative.
Good luck!
Dr B