Even if you use contraception before having sex, there is still a chance of pregnancy. Keep in mind that contraception is not 100% effective. The woman’s time of the month is also a factor which can increase or decrease the possibility of pregnancy. And since sperm can survive in the woman’s body for a number of days, the outcome may still be uncertain at any given time. 

If you have missed a period, that alone does not necessarily mean you are pregnant. Several changes in your life—including stress, diet, change in exercise, and other factors—may affect your cycle and stop or delay your period. 

But the first thing you must do if your period is late—especially after having sex, even with protection—is to confirm whether you are pregnant or not.