The 50-year-old actor plays real-life mobster James "Whitey" Bulger in the upcoming biopic. The Pirates of The Caribbean star was in full costume on the Boston set of the film Tuesday as he was seen sporting blue pants, a black polo and a leather jacket along with a bald cap.
Bulger, a mobster and FBI informant, was sentenced to two consecutive life sentences plus five years in November 2013. He's currently incarcerated in Tucson, Arizona.
Depp told Collider in April that Bulger was "a fascinating character."
"It's not like anything I've done before, on that level. I'm very excited to slide into that skin for a little bit," he said of the upcoming role.
Black Mass is expected in theaters in October 2015.