One often feels confused as to when and where one should use despite and when to use in spite of.

Despite means that there is active opposition to what one is doing; it is same as saying ‘although ‘
Despite the heavy rain, he reached his school well in time.
She lost the badminton match in first round only despite her regular practice.

In spite of means exactly the same and can be used in place of despite.
In spite of the heavy rain, he reached his school well in time.
She lost the badminton match in first round only in spite of her regular practice.

One thing that needs to be remembered is that despite is not followed by of.