nothing negative on the exercise end but depo = no period = sense of security = only discovered pregnancy at 32 weeks 
on the positive side the shot had no effect on the fetus and pregnancy was easy but the ease of gestation had nothing to do with the shot. Just be aware that birth control is not a given. 3 other women I know got pregnant despite having the depo shot. To get rid of menstruation, absolutely works well, remaining active was not an issue at all.