The 50-year-old was on E! News promoting his latest film, "The Lone Ranger," but said he likes to keep his Captain Jack Sparrow costume handy when he travels.
"Sometimes you go to kiddie hospitals and things like that," and added, "I'll just sneak in and go and surprise a bunch of kiddies through the different wards. …It basically turns into a two-, three-hour improvisation, and it's really fun. So I travel with Captain Jack."
Depp also talked about his daughter, Lily-Rose, and revealed that she's no longer a Belieber. Two years ago, when she was 12, Depp took her to a Justin Bieber concert where she got to meet the pop idol backstage.
"She thinks that Bieber is obviously talented and stuff, but she's now moving into other arenas of music in her life," Depp said. "The sounds are changing now."
She also doesn't want her dad to join her anymore. "She prefers I didn't go to concerts with her, especially don't take her to concerts," Depp said. "No, [that's] out of the question."
2014: The Year in Music [PHOTOS]