Depp is featured on the cover of the magazine's new issue.
In the article, he talks about spending time in Chicago last year while filming 'Public Enemies,' a movie about gangster John Dillinger. SLIDESHOW: Johnny Depp filming 'Public Enemies'
He sings the city's praises, and said, "Everybody [in Chicago] treated me normal. They'd say, 'Hey, Johnny,' then left me alone."
He also said, "I visited the Art Institute and the Chicago Music Exchange. I loved looking out the car window at all those incredible neighborhoods and architecture."
Of course, he also likes his private 45-acre island in the Bahamas and his 156-foot yacht. Depp lives in France and is known for his disdain of Hollywood.