Examples:
* Despite the rain, we had a great time.
* We went to the beach despite the warnings about sharks.
* He finished the race despite his injured leg.
However, you may need a comma before "despite" if it's used to introduce a contrasting clause.
Examples:
* She was tired, despite having slept for eight hours.
* The team played well, despite their lack of practice.
* He was happy, despite the bad news he received.
In these cases, the comma acts as a separator between the two clauses and helps to clarify the sentence structure.