Problems with sex

I was having sex the other day not my first time either and there was no pain or anything we were just having fun but when he looked down he saw blood everywhere and I knew it was not my period because I no longer have my period due to the depo shot so we didn’t know why I was bleeding with no pain so we just cleaned up the mess then when we decided to try again a couple days later the same thing happened and I had just gone to my early check up a couple days before the first time it happened and she said everything was normal down there and my std check came back normal has anyone had this happen to them on depo shot or off could it be the shot causing it