There are two sentences like this:
- I love him despite that he is small.
- I love him despite the fact that he is small.
What is the difference between the two sentences in meaning?
I love him despite that he is small.
"Despite" can't normally take a that-clause. Most speakers would find this sentence either ungrammatical or unidiomatic.
I love him despite the fact he is small.
This is correct and idiomatic. Some stylists dislike this form (it's rather wordy), but it's quite common among native speakers.
I love him despite him being small.
I love him despite his being small.
These forms are correct too. The former is slightly more informal, the latter (with "his") slightly more formal, though some speakers use only one version regardless, while others vary their usage.
I love him even though he is small.
This is yet another way of saying the same thing (often recommended as a way of avoiding the wordiness of "despite the fact that").