This is a very broad question. I guess the answer depends in part on what you mean by "sexual side effects." The prescribing information lists mood changes, which certainly can impact sexual desire. It also lists vaginitis as a possible side effect.
While other sexual issues aren't listed in the prescribing information as potential side effects, that doesn't mean that they can't occur.
If you started to have any sexual issues when you started taking Depakote, definitely call your doctor. There are other choices if you're experiencing unacceptable side effects.