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You haven't mentioned which day of her cycle you had sex with her. Depot may not work. She needs to take an Emergency Contraceptive pill
within 72 hours of unprotected sex like Levonorgestrel
which is usually effective. There are side effects like delayed periods, heavy bleeding in 5-6 days, irregular cycle, weight gain, nausea
, abdominal pain
. There should be no excuse to use Emergency contraceptive pill like a regular contraceptive because of various bad effects. Next time use a condom as it prevents spread of infections as well.