Depp arrived at the Grand Hotel in Stockholm just after 9 a.m. local time on Monday, according to a source. The Hollywood Vampires, which also features Alice Cooper and Joe Perry, will take the stage at Gröna Lund, an amusement park, Monday evening.
The venue has faced criticism for letting Depp play amid domestic violence allegations.
A spokesperson for Gröna Lund amusement park, Annika Troselius, tells WHO: "We are opposed to any sort of violence, of course. But it's also equally important that we cannot judge someone beforehand. Everyone, including Johnny Depp, should be allowed to have the right to be considered innocent until proven guilty."
Regardless, a source tells WHO that fans have been lined up for the show since early this morning, and that the amusement park is expecting an almost sold-out performance.
Depp followed up a show in Lisbon, Portugal, on Friday with a Sunday tour appearance in Germany – all while he and Heard's divorce proceedings escalated.
"Johnny seemed okay when he arrived at the hotel," another insider tells WHO of the actor's appearance in Sweden. "He was quiet and trying not to attract any attention."
The source says that Depp was taken straight to a suite, where he ordered room service, while Cooper dined at the hotel's restaurant. Sweden's Aftonbladet reported that the star signed autographs for fans outside of the hotel.
"They all seem excited about playing their show tonight," explains the source.
Despite speculation that fans might boycott the event, fans packed out the concert venue and doors even had to be closed early.
"The concert was full, with 17,000 fans," Maria Breivik, who attended the Hollywood Vampires concert at Gröna Lund, Stockholm tonight, told WHO. "It was a beautiful evening and the crowd was very excited. There were lots of Johnny fans that cheered and chanted his name."
Breivik added that although Depp is going through things in his life, he still managed to put on a great performance for the fans.
"It was really a fantastic show. Even with all the personal drama, Johnny delivered an amazing concert. There was nothing but an amazing, positive vibe when fans left the venue," she said.
In court documents filed last week, Heard claims Depp hit her with a cell phone and pulled her hair on May 21. An LAPD spokesperson told WHO, however, that after responding to the 911 call, officers found "no evidence of any crime." Heard was granted a temporary restraining order against the actor a few days later, on Friday.
Laura Wasser, Depp's divorce attorney, responded in court documents, claiming that the actress is "attempting to secure a premature financial resolution by alleging abuse."
Heard also alleges that Depp abused her throughout their four-year relationship and 15-month marriage, and has a problem with substance abuse.
"He is often paranoid and his temper is extremely scary for me as it has proven many times to be physically dangerous and/or life-threatening to me," Heard charges in her declaration.
Of Depp's Friday performance in Germany, a concertgoer told WHO that "along with being a good performer, Johnny is really professional."
Another attendee says that Depp "didn't speak to the crowd at any point – or mention anything about the latest news about Amber."
"He didn't really interact much with the crowd at all."