I was on depo a few years back and the only effect I had was not having my periods (which didn't seem like a bad thing at the time).
After about a year I went off it and then about 6 months later, went back on it. My periods came back immediately and then went away immediately in relation to the shot.
I stopped again about 1.5 years after that last shot and again, my periods came back and have been like clockwork ever since.
I would say go to your doctor as not menstruating is a side effect - which you could no longer be experiencing for whatever reason, or for some other reason.
Get it checked out just to be sure.
Good luck