Traditional protocols for depo medroxyprogesterone acetate (DMPA) initiation mandate that women start the method during the first 5-7 days of the menstrual cycle. Women who do not have their initial clinic visit during this time period are generally instructed to return to clinic during menses to begin DMPA, which often leaves them insufficiently protected from pregnancy. An alternative approach is to give women the injection immediately during the clinic visit, regardless of menstrual cycle day. In this prospective study, we evaluated a protocol for immediate DMPA initiation among 149 women who presented on cycle day 8 or later. Ninety-two percent (n = 137) of subjects returned for a follow-up pregnancy test, but half of all subjects required multiple reminders to return for the visit. There were three pregnancies. Forty-seven percent (n = 70) continued to a second DMPA injection or another contraceptive method within 14 weeks of their initial clinic visit. Factors associated with returning for repeat injection included satisfaction with DMPA, older age and finding it easy to return for the follow-up pregnancy test visit.