Depp, 48, who plays the Lone Ranger's Native American sidekick Tonto, said the strong bond he forged with the creature made it react instinctively to ensure his fall was not as bad as it could have been, reported Femalefirst.
"I'm lucky to be here. I've done a number of films on horseback and I've taken a couple of spills but this was a violent one.
"I had a good relationship with the horse, which was named Scout, and when I look at the tape I can see that Scout saved my life. I went down badly and I was dragged for 25 yards and in the end the horse just jumped over me and clipped me with his back legs," he said.
Despite being a big star, the "Dark Shadows" actor said that he is not a very ambitious person and does not choose his roles by guessing how successful they might be.
"I never knew where I was going to go. I never really thought about where any of it was going. I only knew that, regardless of success or failure, I always wanted to some day be able to look back and go, 'I did alright. I'm proud of what I did'," he said.
