Is it normal to get pregnant while on the depo-provera shot?

Not "normal": All forms of birth control are designed to prevent pregnancy, so it is not "normal" to become pregnant on the Depo-Provera shot. However, all forms of birth control have a failure rate, so it is not necessarily abnormal either. With all forms of birth control it is important to closely follow the instructions for use to minimize the risk of contraceptive failure.