The actor, 50, has been making several public appearances with his "Rum Diary" co-star but it is for the first time that Heard, 27, has been photographed with his children, reported Us magazine.
Heard was seen wearing a white frock and sandals as she stayed close to actor's two children, 14-year-old Lily-Rose and 11-year-old Jack at the Narita International Airport outside Tokyo.
Depp ended his 14-year-relationship with French actress and singer Vanessa Paradis in June 2012. In a recent interview, Depp admitted that his relationship with Paradis was not going smooth for sometime.
'Lone Ranger', where Depp plays Tonto, has had a disappointing run at the US box office.