The party took place March 14, reports Us Weekly.
The guests at the bash included Marilyn Mason, Steven Tyler, Jerry Bruckheimer, Mandy Moore, Ryan Adams and Andy Garcia.
Depp's mother and his long time tattoo artist too marked their presence.
Heard is said to have worn a white silk, spaghetti-strap "vintage dressy" attire, while the "Pirates of the Caribbean" star flaunted a casual black suit with a matching top hat.
The duo met while shooting the drama "The Rum Diaries".
This will be Depp's second marriage. He was earlier married to makeup artist Lori Anne Allison from 1983 to 1985, and the 50-year-old was also in a 14-year relationship with Vanessa Paradis, with whom he has two children.
As for Heard, she dated photographer Tashya van Ree for four years. It ended three years back.