Can someone answer this

Well yesterday I was suppose to have a myomectomy to remove a big fibroid that I have... Well I found out that I'm anemic and I have to get my levels up before I go and try again for surgery so yesterday they gave me iron through an iv and a depo shot so I don't have a period... Am I going to get pregnant from the depo because my husband and I don't use protection ?? I have heard that depo can get you pregnant...