Pregnant on depo?

Hey guys/gals so as the the title suggests im on depo and my period is late and I tested positive at home. I still have a month before i was supposed to get my next shot. How could that happen, if I decide to keep it can that hurt the baby? My last period ended around August 4th. I always think im pregnant even if im not technically late yet so i keep tests around the house. This is definitely pos though