The actress, 27, dressed in a white T-shirt and black pants, was spotted wearing her sparkler at the event, reported People magazine.
Heard was spotted supporting Depp, 50 while he hit the stage with Mike Campbell, Steven Tyler, Alice Cooper and Marilyn Manson at the rock show benefiting Servite.Org, a non-profit charity.
"She's a great match for him and his individuality. She's a free spirit," said a source.
Depp met Heard while working on 'Rum Diary'. He split with partner Vanessa Paradis before embarking on the new relationshp.