Around the beginning of the turn of the century, Depp met another person who would become an important figure in his life; 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 met another future love interest on the set of a film while still publicly involved with Paradis. While filming The Rum Diary, he met co-star Amber Heard. The couple was seen publicly together for the first time in 2012, not long after Depp's split with Paradis. The couple got engaged on Christmas Eve in 2013 and tied the knot in February 2015. Just 15 months later, in May 2016, Heard filed for divorce.