Lyon's resurgence under Rudi Garcia continued as the Ligue 1 club recorded a 3-1 Champions League triumph over Benfica.
Having lost 2-1 in the reverse fixture in Lisbon, Lyon put themselves in control when they moved into a 2-0 lead after 33 minutes of Tuesday's Group G encounter.
Depay's strike saw him become the first Lyon player since 2002 to score in four successive Champions League fixtures, with Joachim Andersen having headed the hosts into an early lead.
Substitute Haris Seferovic dragged Benfica back into contention with a VAR-awarded goal, but Lyon restored their two-goal cushion through Bertrand Traore, his superb effort in the final minute making sure Garcia's side moved within two points of group leaders RB Leipzig, who had won at Zenit earlier in the day.