"Working in Italy is always an amazing experience," Depp said when asked about his relationship with Italy.
"People speak Italian very well here," he joked humorously. "The food is very good," he added.
"I like to drink wine from time to time," he added, prompting reporters to laugh.
"Why are you laughing?" Asked the actor, who was accused by former wife Amber Heard during his divorce in 2016 of having "problems with drugs and alcohol."
Depp was then serious about stating that it was "a big dream to be in Venice", even more "formidable" for being on the show at the same time as Lily-Rose, her daughter with singer Vanessa Paradis.
Lily-Rose was in Venice out of competition this week to present "The King" by Australian David Michôd, a Netflix film opposite Timothée Chalamet.
"She could have made a lot of films that would make a lot of money," but "that's just not her," he said, praising "this amazing young woman who behaves with such dignity, and the choices she made."