Your girlfriend probably isn't pregnant, but I can't say for sure. Have you done any research to see if sore breasts are common when on depo provera? She could always ask her doctor about it as well. I've never been on depo, so I can't say anything from experience. Breasts can become sore for several reasons. There is a slight chance she could be pregnant and the test just isn't detecting it. Sometimes women can feel symptoms (such as breast tenderness) before a test can even detect pregnancy.
Maybe someone with more experience with depo can give you more info. If the soreness doesn't go away and she is concerned, she should probably just speak to her doctor.