Can I be pregnant on this depo shot?

I got my first Depo shot in December, I got It on the first day of my cycle & later that night It went away. My boyfriend & I had unprotected sex, I’m 9 days late and I took a pregnancy test and it was negative. I don’t know if I’m being overly worried, I just feel really bloated & dizzy 24/7. I have doctors appointment on the 18th of this month, at my gyno for an ultrasound on my ovarian cyst. Should I wait till then to tell my doctor about this?