The 50-year-old Oscar-winner said lately he has been spending a good amount of time working with musicians Alice Cooper and Ryan Adams, reported New York Daily News.
"I've been playing a lot of music lately. It's a real lifesaver, being able to focus on my first love. It's freedom," Depp said.
The actor feels that variety in his roles is essential.
"I think one owes it to the audience to go out there and give them something different each time. I like that before I even go in front of the cameras, the studio's reaction will be fear," he said.