The 50-year-old Hollywood star donned his trademark blue shades and sported his diamond engagement ring, which he previously referred to as a "chick's ring."
Depp and Heard, 27, first announced their engagement in March. The couple had previously starred together in 2011's "The Rum Diary."
As E! News reported earlier this month, Heard has been keeping busy filming her latest project in New York, which is why Depp went solo to the red carpet premiere.
In "Transcendence," Depp plays a brilliant scientist who faces the end of his life after being shot by a member of an anti-tech group. His desperate wife ("Closed Circuit" actress Rebecca Hall) teams up with one of Depp's colleagues (Paul Bettany) to transfer his conscience into a computer to create an artificial intelligence, with devastating results.
Cillian Murphy, Kate Mara and Morgan Freeman also star.
Watch the video above to see the cast grace the red carpet.
"Transcendence" opens nationwide on April 17.