Dressed as Tonto, the actor shared the good will visit with Navajo president Ben Shelly and vice president Rex Lee Jim, who presented Depp and costar Armie Hammer with Pendleton blankets.
Despite brisk, windy conditions, Depp posed for pictures, although when he was presented with the thick wool blanket he flung off the poncho he had been wearing and wrapped the blanket around his shoulders.
"This is a good trade," he said.
Dr. Gayle Dine' Chacon, the nation's surgeon general, also presented Depp with a traditional leather warrior pouch, which was decorated with an arrowhead to symbolize protection.
And when she gave Hammer a tiny silver revolver tie tack set with a piece of turquoise, he reacted playfully.
"He took out his gun from his holster and put the little gun inside," she says.
Dine' Chacon, who is responsible for responding to public health problems among Navajos, admitted to being unexpectedly "star struck" after her encounter with Depp.
"He is a very charming man, very gracious and very concerned as well," she says, noting that she spoke to him about preventing youth suicide, a leading cause of death among young Navajos. "He probably spent a good hour with us. Everybody else left the set, but he was still there."
"He is so charming," she adds. "You feel that you are the only one there – that he's just focusing on you."
The Lone Ranger will continue to film in Monument Valley and Canyon de Chelly areas of Navajo Nation, a 27,000-square-mile territory that sprawls across Arizona, New Mexico and Utah.
And Dine' Chacon is happy to have them there.
"He's just a very gentle, generous person," she says of Depp.
Courtesy Gayle Dine' Chacon