The couple was all smiles as they walked the event's red carpet at Empire Leicester Square hand in hand and were later joined by Depp's co-star Paul Bettany.
Depp and Heard met on the set of the film The Rum Diary in 2011 and became engaged in 2014. Rumors that the couple was putting their wedding on hold began in December after the actor caused controversy by giving a drunken speech at the Hollywood Film Awards in November.
The couple never addressed the reports and seemed to be on good terms during Monday's event.
Mortdecai tells the story of an art dealer (Depp) who travels the world to find a stolen painting that supposedly contains the number to a secret Nazi bank account. The film co-stars Gwyneth Paltrow and opens in theaters on Jan. 22