Depp was married to Lori Anne Allison from 1983 to 1985. He was later successively engaged to actresses Jennifer Grey and Sherilyn Fenn in the late 1980s before proposing in 1990 to his Edward Scissorhands co-star Winona Ryder, for whom he tattooed "WINONA FOREVER" on his right arm. In 1998, following a four-year relationship with British supermodel Kate Moss, Depp began a relationship with Vanessa Paradis, a French actress and singer whom he met while filming The Ninth Gate. After months of media speculation, Depp and Paradis announced their separation in June 2012.Depp has been dating actress and model Amber Heard since 2012 after the pair met on the set of the film The Rum Diary. The couple became engaged on Christmas Eve in 2013.

While filming the sci-fi drama The Ninth Gate (1999) in France, Johnny met French actress, singer and model Vanessa Paradis. Paradis became pregnant with the couple's first child later that year. In May of 1999, the couple welcomed daughter Lily-Rose Melody Depp. Depp and Paradis had their second child, son Jack John Christopher Depp III, three years later.
In 2012, stories began to circulate that Depp and Paradis had split up. Depp initially denied these rumors, but his representative confirmed the couple's break-up in June. In a statement given to Entertainment Tonight, Depp's representative said that the pair "have amicably separated" and asked that people "respect their privacy" and "the privacy of their children." Depp and Paradis had been together for nearly 14 years when they split.

Depp has two children with Paradis: daughter Lily-Rose Melody Depp (born 1999), and son John "Jack" Christopher Depp III (born 2002). In 2007, Depp's daughter recovered from a serious illness, an E. coli infection that began to cause her kidneys to shut down and resulted in an extended hospital stay. To thank Great Ormond Street Hospital, Depp visited the hospital in November 2007, dressed in his Captain Jack Sparrow outfit, and spent four hours reading stories to the children. In 2008 he donated £1 million (about $2 million) to the hospital.

Although Depp has not remarried, he has stated that having children has given him "real foundation, a real strong place to stand in life, in work, in everything." "You can't plan the kind of deep love that results in children. Fatherhood was not a conscious decision. It was part of the wonderful ride I was on. It was destiny. All the math finally worked." Depp acquired a vineyard estate in the Plan-de-la-Tour area in 2007.Several reports indicated Depp bought Burnham Westgate Hall in Norfolk, England, a 13-bedroom Georgian country house, in June 2011.

Depp has around 13 tattoos, many of them signifying important persons or events in his life. They include a Native American in profile and a ribbon reading "Wino Forever" (originally "Winona Forever", altered after his breakup with Winona Ryder) on his right biceps, "Lily-Rose" (his daughter's name) over his heart, "Betty Sue" (his mother's name) on his left biceps, and a sparrow flying over water with the word "Jack" (his son's name; the sparrow is flying towards him rather than away from him as it is in Pirates of the Caribbean) on his right forearm.