But to friends and colleagues of Heard, 27, it wasn't a shock, at all.
"Their relationship has been known to their pals for some time and really heated up recently," a source told RadarOnline.com.
"It's gone to the next level, if you like."
Indeed, when Amber was filming her latest indie flick, SYRUP, in New York late last year, she would "sneak off set to take calls from Johnny," a production insider revealed.
"Amber had an obvious glow during filming and she would gush about the guy in her life. It's clear it was Johnny."
Depp, 49, met Heard when the pair costarred in The Rum Diary in 2011.
"At first, Amber was a little apprehensive, because she didn't want to be seen as the mistress," a source close to the Pirates of the Caribbean star told RadarOnline.com. "But Johnny won her over with his generosity and he was constantly giving her gifts."
For those looking to get a close-up of Depp's latest squeeze, Heard's SYRUP -- costarring Brittany Snow and Kellan Lutz and by directed by Aram Rappaport -- hits theaters on June 7.