The 48-year-old said that fatherhood is best thing ever happened to him, reported Sun Online.
"You feel empty. I was angry and frustrated until I started my own family and my first child was born. Until then I didn't really appreciate life the way I should have, but fortunately I woke up," Depp said.
His parents divorced when he was 15 years old and he self-harmed as a way to cope with his problems.
"You grow up a bit damaged or broken then you have some success but you don't know how to feel good about the work you're doing or the life you're leading. There is nothing on earth that could ever make me want to relive certain years of my life when I was young," he added.