Depo shot?

So I haven't been on birth control since before I had my son in 2009 and haven't had sex since then also being a busy single mom and all. On the 4th I decided to get the depo shot but the day before had sex and didn't use a condom but he pulled out. I was expecting my period this last week and it still hasn't come. Could that just be the shot messing with my hormones or could I be pregnant? How long should I wait before I take a test and start freaking out?