Strange pain

So for the past month Id say, I've started getting really bad pain during sex. I don't know what it is, it really hurts when he deeply penetrates me. But I tell him to keep going because the pain wears off in about 2 minutes.
It's not a Sti, because I haven't had itchiness, or burning or different discharge. 
I'm also on the depo shot.
Does anybody know what it is? And what should I do.