Despite - in spite of
Despite is a preposition. In spite of is a compound preposition (made of three words). The first never has 'of' (don't write 'despite of); but 'of' is a necessary part of the second (always write in spite of). The two constructions are sometimes muddled by non-native speakers of English. Don’t be one of them!
In spite of is a compound preposition, in which all three words are necessary (see also despite, in spite of about a common error). It is not good English to write simply in spite [ø] something; you have to say in spite of something. So if you want to introduce a clause, you have to say in spite of the fact that …, or something similar. Here the that does the job of the conjunction. (It is usually necessary to begin a Subordinate Clause with a conjunction.)