The 61-year-old "Fargo" star said he never used to hang out with Amber off set, apart from a cast dinner, and barely spent time with Heard, reported Hello! magazine.
The actor also revealed that their relationship was only professional and he rarely even spoke to Depp either.
Depp, who settled his divorce from Heard yesterday, had claimed she cheated on him with Thornton in March last year. Heard, however, strongly denied the cheating claims.
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