"I don't want to win one of those things ever, you know?" he told BBC at the London Film Festival Sunday night.
After receiving Oscar buzz for his role as White Bulger in Black Mass, Depp explained that he doesn't want to win because, "I don't want to have to talk."
He added, "They gave me one of those things, like a nomination, two or three times. A nomination is plenty."
Johnny Depp Deals With Bullies Like Whitey Bulger
Depp's had three Oscar nominations for his roles in Finding Neverland (2004), Sweeney Todd (2007) and Pirates of the Caribbean (2003).
"The idea of winning means that you're in competition with someone and I'm not in competition with anybody," he explained.
"I just stick to my guns and do what I want to do. Sometimes people don't like it but that's alright."
The actor also addressed critics who have called his performance in Black Mass a comeback role.
"What did I come back from? The dead" he said with a laugh. "I haven't done anything different in this than I have in any other film."
The official list of Academy Award nominees will be revealed in January.