'Despite' is the same as 'in spite of'. We say 'in spite of', but 'despite' (without of):
'She wasn't well, but despite this she went to work.'
'In spite of what I said yesterday, I still love you.'
After 'in spite of' or 'depite', we use a noun, pronoun (this/that/what etc) or -ing:
'We enjoyed our holiday in spite of the rain,.'
'We enjoyed our holiday despite the rain.'
'Although it rained, we enjoyed our holiday.' (although + subject + verb)
= We use them to show contrast between two clauses or two sentences.