Weight gain

Feeling horrible about myself and need some uplifting!!! So back in May I decided to get the depo shot. I was 140 pounds and happy with my weight and the way I looked. When I got the shot I read the side effects and of course one was weight gain but that's what every birth control method said so I didn't think twice about it. I started gaining weight so fast. I gained about 40 pounds in 4 months. I never got another shot and now I'm back on the pill. I can't seem to get the weight off! I eat pretty well and excersize regularly and nothing is changing. I feel disgusting and fat! Any advice? Could my horomoes be imbalanced?