I've been on depo-provera for 3 weeks and i missed my period after being on the shot for a week, could i be pregnant?

Depo effect: Usually you start the Depo-Provera shot during a period. It works by preventing ovulation and thus your next period. This is what you should expect, but during the first few months, there is often some confusing breakthrough bleeding. Your doctor should have explained to you what to expect. I recommend that you check a pregnancy test and talk to your doctor again to confirm what I am saying.