The 50-year-old actor will track the life and career of his hero in 'For No Good Reason' as part of the new series of Sky Atlantic Documentary Films, reported Digital Spy.
Depp is the first of many stars to work on the second Sky Atlantic Documentary Films season, set to air on the channel in 2014.
Academy Award-winning director Errol Morris will also present his own documentary in the series, looking at the role of Donald Rumsfeld as the US Secretary of Defence and his part in the Iraq War.