Mr Depp joined guitarist Jeff Beck's European tour to play guitar and sing at Sheffield City Hall on Sunday night.
Shocked music fans shared the news on social media.
Mr Beck's website said: "The musical soulmates have been working behind-the-scenes for the past several years on new music."
A jury started its deliberations on Friday following a six-week trial in Virginia involving Mr Depp and his ex-wife Amber Heard.
