E! News reported Wednesday that Heard officially sought to end her marriage Monday, citing "irreconcilable differences" as the reason for the split.
According to legal documents, Heard said they separated May 22, meaning the Rum Diary co-stars broke up just days after the death of Depp's mother, Betty Sue Palmer, TMZ said.
E! said Heard, 30, is seeking spousal support from Depp, 52, and TMZ said they had no pre-nuptial agreement.
The actress last month escaped conviction for illegally smuggling her two Yorkshire Terriers into Australia. She and Depp were subsequently seen in a widely mocked, viral video apologizing for not declaring their pets when they entered the country.
Depp is currently on the promotion trail for his latest fantasy movie Alice Through the Looking Glass.