The 50-year-old 'Pirates of the Caribbean' said it is a myth that two people know each other's ring sizes without even asking, reporter E! online.
"I have a female engagement ring as it was too big for my girl. She has the other one that fits her perfectly," he said.
The couple first sparked engagement rumours in January after the 'Transcendence' star reportedly popped the question over the Christmas period.
Depp and Heard first met on the sets of 'The Rum Diary' in 2011. A year later he separated from his 14-year-old partner Vanessa Paradis and started dating Heard.