To evaluate the possible effects of depot medroxyprogesterone acetate (DMPA) injectable contraception on depressive symptoms, we conducted a population-based prospective study with women aged 18-39 years old enrolled at a health maintenance organization. At baseline, 183 women used DMPA and 274 were non-users. Data on depressive symptoms and on factors potentially related to DMPA use and depression were collected by questionnaire at 6-month intervals for up to 3 years. In multivariate longitudinal analysis, we found an increased likelihood of reporting depressive symptoms among continuous DMPA users (OR = 1.44; 95% CI = 1.00-2.07) and discontinuers (OR = 1.60; 95% CI = 1.03-2.48) when compared to non-users. Women who discontinued DMPA use had elevated depressive symptoms prior to discontinuation (OR = 2.30; 95% CI = 1.42-3.70) and immediately following discontinuation (OR = 2.46; 95% CI = 1. 46-4.14), and depressive symptoms subsided at subsequent visits relative to non-users. Our prospective analyses found an association between DMPA use and depressive symptoms but further research is needed to determine whether the relationship is causal.