Depp, 52, shared stories of working with DiCaprio during the 31st annual Santa Barbara International Film Festival, where he was presented with the Maltin Modern Master Award for his accomplishments in the film industry.
"It was a hard time for me, that film, for some reason. I don't know why," Depp said.
When it came to his relationship with DiCaprio, Depp said, "I tortured him."
"I really did. He was always talking about these videos games, you know? I told you it was kind of a dark period. 'No, I will not give you a drag of my cigarette while you hide from your mother again, Leo.'"
"I'd say the absolute truth is that I respect Leo a lot. He worked really hard on that film and spent a lot of time researching. He came to set and he was ready to work hard and all his ducks were in a row.