Birth control making me depressed

I got the shot almost a month ago. And a week after I got it, I was all over the place. Full of anger and sadness. It fluctuates between me feeling fine and just terrible. Then last night I felt depressed out of no where and it's still here. I feel like I have no control and I just want to cry. I've gotten depressed before but now I feel like I'm crying 10x more and just feeling so useless. Anyone else experience this from their birth control?