Newly engaged: Amber Heard and Johnny Depp in February this year.

Newly engaged: Amber Heard and Johnny Depp in February this year. Photo: Michael Tran

Johnny Depp has laughed off rumours his new fiancee Amber Heard is pregnant, insisting their wedding is not a ''shotgun affair''.

The actor was quizzed about his relationship with his The Rum Diary co-star during an interview on America's Today show, which aired in the US on Friday, and host Savannah Guthrie addressed the baby rumours that have been circling.

When asked whether the couple is expecting, Depp replied, ''Expecting what? A child? Good God, what do you think I am, a savage?... No, no truth to that. It's not a shotgun affair.''

Depp has been seen sporting a diamond engagement ring on his left hand since proposing to Heard, and he explained his decision to sport the feminine style during a separate TV appearance on The Late Show With David Letterman.

He told the host: ''I have a female engagement ring... Yes - it was too big for my girl. She is wearing the other one... I think people are too scared to comment, 'Why is a grown man wearing a woman's engagement ring?'''

Depp, 50, split with his long-term partner, French singer, Vanessa Paradis in 2012. Despite being together for fourteen years, the couple never married. Paradis 41, is the mother of his two children Lily-Rose, 14, and Jack, 11.

Depp flashes his mangagement ring on the Today show.

Depp flashes his mangagement ring on the Today show.

"I never found myself needing that piece of paper," he told Extra in 2010 explaining why they had not walked down the aisle. "Marriage is really from soul to soul, heart to heart. You don't need somebody to say, okay you're married."

He added: "If Vanessa wanted to get hitched, why not. But the thing is, I'd be so scared of ruining her last name! She's got such a good last name."

Speaking to Rolling Stone magazine after the break-up, Depp acknowledged that "the last couple of years have been a bit bumpy".

"Relationships are very difficult," he continued. "Especially in the racket that I'm in because you're constantly away or they're away and so it's hard. It wasn't easy on her. It wasn't easy on me. It wasn't easy on the kids.

"So, yeah. The trajectory of that relationship - you play it out until it goes, one thing leads to another. So for whatever reason that ­ceases, it doesn't stop the fact that you care for that person, and they're the mother of your kids, and you'll always know each other, and you're always gonna be in each other's lives because of those kids."

The Pirates of the Caribbean star has been married once before, to Lori Anne Allison in 1983, but divorced in 1985. He has also been engaged to actresses Sherilyn Fenn, Jennifer Grey and Winona Ryder and dated model Kate Moss for four years.

Depp met Amber Heard, 27, on the set of The Rum Diary in 2011.

In 2012, Heard spoke to The Sun about Depp. "He lights up a room," she is quoted as saying. "He looks even better close up. Johnny is a wonderful, special person."

He has been equally complimentary about his future wife.

"She's a wonderful girl. She's sharp as a tack," the actor told Today last week, when he also confirmed their engagement. "A southern belle and sweet as can be, and very good for me."

WENN and Fairfax Media