It isn't likely as long as you had your shots at their schedule times. It is more likely that your tender breasts and sore nipples are temporary side effects of the depo. Just like any other form of birth control, there are sidre effects. Most of depo's side effects mimic pregnancy side effects. That is why your doctor should be performing a pregnancy test prior to giving you your quarterly depo injection. As long as your doctor knows you are sexually active, they should be MAKING YOU take a pregnancy test before they give you the depo injection.