Hormones definitely make my moods worse, it is that bad that I have ended up in hospital to protect myself from suicide. If I take the combined contraceptive pill I get depressed within days of starting it, so it could be the implant or it could be that you have depression, go and see your doctor about it..he might want you to persevere a bit longer because these side effects can get better with time.
I have been advised to have a IUD fitted, you can get them with hormones on it, but it's just progesterone which is meant to be better for your moods and PMT symptoms..but if it doesn't agree with you, you can get one that has no hormones at all, but still covers you for birth control..
There are many options, if you discuss it with your doc you should be able to find something that works well for you..
Did you feel like this with your first implant?
Good luck
You could try talking to your own doctor about this. There is an Ask a Nurse forum which may also be able to advise.
Just writing so that your post doesn't get overlooked.