i am surprised your doctor didn't tell you that not getting your period is one of the side effects. i've been getting the depo shot for 4 years now and haven't been getting a period just occassional spotting which is a normal side effect as well. just make sure to get extra calcium because it thins your bones over time but when you get off it your bones will start getting back to normal. nothing to worry about with not getting a period.
no period after using depo should i be concerned? . got my first depo shot on november 2 2011. my last shot was july 1st or 3rd 2012. and i bled that whole time i was on the shot and after i stopped getting the shot i haven't had a period since.