The Rum Diary co-stars are said to be so close that bisexual actress Heard, 26, has been a 'regular visitor' to the New Mexico set of The Lone Ranger where 49-year-old Depp is currently filming.
And Johnny, who made an official announcement that he had split from partner of 14 years Vanessa Paradis on Tuesday, is even said to have bought Heard a horse so they can ride together, according to a report in Globe magazine.
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More than friends? Amber Heard has been visiting Johnny Depp on the New Mexico set of The Lone Ranger, it has been reported
The American actress who was born in Austin, Texas, previously worked as a model and before starring in The Rum Diary alongside Depp had had small roles in a number of films.
She attended a Catholic school in Austin until her junior year, then the ambitious teen left to pursue a career in Hollywood.
Heard was active in her school's drama department and appeared in local commercials and campaigns.
Heard has described her role as Johnny Depp's love interest in the film, The Rum Diary, as 'the best experience of my life.'
She gushed to magazine Dazed about Depp: 'He’s such a wonderful presence; he is enigmatic and compelling and a true artist, seriously intelligent and incredibly sensitive.
'Everybody on set respects and likes him, which says a lot about an actor. It’s a grueling job at times and the stress level that everybody feels in the industry is intense – but it doesn’t affect Johnny.
'It seems like he has time to look everybody in the eye and I like that, it was wonderful to see.'
She also recently landed a role as an assassin in the sequel Machete Kills.
Vanessa and Johnny had not been pictured together in public for months, but the Dark Shadows star insisted last month that there was no truth to talk of a split.
'The rumours are not true,' he told The Sun newspaper. 'They are absolutely not true.'
'No matter what I say about this, people believe the opposite. I can’t say enough about it not being over,' he said.
It's over: Depp's spokesperson finally ended months of speculation by revealing that Depp and Paradis, seen here in 2010, had split
Depp was in town promoting Dark Shadows, and Vanessa was nowhere to be seen.
It's unclear why Amber was in the gambling town.
Amber was alleged to have joined Johnny in Vegas, and was pictured boarding his private plane the next day.
Johnny and Vanessa have declined to appear at their respective premieres and public events together recently, with the French actress attending her premiere, of Café de Flore in Paris alone, and not accompanying the actor on promotional duties for Dark Shadows.
They are parents to Lily Rose,12, and ten-year-old Jack.
Romance? Depp, seen here earlier this month, and Amber, at a red carpet event on June 1st