A new study from England found that [women using the shot did have a higher risk of broken bones] (https://www.bedsider.org/features/264) compared to women using other types of birth control—but that was the case before they ever used the shot.
Women who eventually used the shot were 30% more likely to have a broken bone before starting the method compared to women who went on to use a different birth control method. After starting the shot, women were no more likely to have a broken bone than before.
Maybe you're wondering, if this is true, why the label for Depo carries a warning about its effect on bone density. Unfortunately, a [lot goes into updating labels] (https://www.bedsider.org/features/239), so they don't always reflect the latest research.