The "Pirates of the Caribbean" star, who is also part of rock band Hollywood Vampires, takes on both the things with same approach, reported Female First.
"When you're playing though it's not remembering lines or serving the scene, or serving the script or whatever, the vision.
"On stage, it's the same sort of thing, you're still serving - you're serving the song but more you're serving the moment. I think every actor should walk into a scene with the idea that this could fail miserably. I think it's important to take those risks," Depp said.
"You've got a character that you've come up with and you believe in, and you feel a very strong foundation of this character beneath you.
"It's the same approach really you know, just go and improvisation as always, the best thing because, I think some of the best performances of any recording artist, especially the early recordings, it's chance.