Depp attended Friday's screening with his adopted Comanche mother, LaDonna Harris, Bruckheimer, Verbinski and members of the Comanche Nation, The Lawton Constitution reported Saturday.
The 50-year-old actor was trained to tackle often-controversial and iconic figures by members of Sia: The Comanche Nation Ethno-Ornithological Initiative, the newspaper said.
The actor initially became acquainted with Comanche country last year when he visited during the Comanche Nation Fair.
"It really does feel like home after being here last year," Depp said. "It's good to be back."
"The Comanche people really welcomed me into their nation," he added.
The official premiere of "The Lone Ranger" was Saturday at Disney California Adventure Park in Anaheim, Calif.