There's no difference. Both are the same. eg: Usain ran in spite of his injury or despite his injury, Usain ran the race. Be careful not to use despite of and not to miss of when using in spite. Hope I've answered your question.

despite = in spite of

There is a difference when you're talking about someone. For example: "I went to the bar despite what she said" - Says that she told you not to go to the bar, but you went anyway. "I went to the bar in spite of what she said" - Says that she told you not to go to the bar, and you went to get back at her. Otherwise, what Yusuf said is correct.