This was one side effect of injectibles that my ob has advised me that can possibly happen. However it is a case to case basis, on my end i lost weight. I could suggest that you discuss alternatives with your ob or if you like the injectibles method, watch what you eat instead, go for filling food like watery fruits or oatmeal.
I have some friends who have gained so much weight because of these contraceptives through injection. You have to consult your OB again and tell her what are the adverse effects of the pill you are taking. You just have to find the contraceptive that best works for you and is fit for your body.
I have read that, it's one of the side effects of that contraceptive.