Depo shot/condoms

Okay so I've been on the depo shot for almost 2 months now. I am sexually active with my boyfriend and we still use condoms. But my doctor told me that after a little while I really wouldn't need the condoms and that the shot has a more chance of working then condoms. So my boyfriend asked me if we should try it without it but I told him I was kinda nervous.. But I know he would like sex much better without the condom. Is it safe? We are both clean so not worried about that.. I just want him to enjoy it more and if there wouldn't be too much of a scare to do without them then I guess we could try it?