The actor is on tour in the UK with the singer and joined his friend on vocals and guitar at the sold out show.
Depp caused hysteria in Glasgow city centre today as dozens of fans tried to get a glimpse of the 58-year-old.
He was seen at the Dakota Hotel on Friday afternoon and arrived at the Royal Concert at 5pm, dressed in a checked shirt, a stripy hat and sunglasses.
A beaming Johnny waved to fans who had waited for hours outside the venue for his arrival.
It comes days after the actor won a defamation case against his ex-wife and fellow actor Amber Heard, winning over $10 million in damages following a lengthy and public trial.
The Pirates of the Caribbean star was awarded compensatory damages of $10million (£8 million) and a further $5 million (£4 million) in punitive damages by a jury yesterday.
The actor sued the Aquaman star over an article which was titled: “I spoke up against sexual violence – and face our culture’s wrath. That has to change.”
The piece made no mention of Johnny Depp by name, yet his lawyers said it falsely implied he physically and sexually abused Heard while they were together.
Heard also won $2m (£1.6m) after the jury found that she was defamed by a lawyer of Depp when he called her abuse allegations a hoax.
He chose not to hear the verdict in person and instead he went out for drinks with Jeff and fellow musician Sam Fender in Newcastle.
Don’t miss the latest news from around Scotland and beyond – Sign up to our daily newsletter here.