He said there was concern that Sparrow was gay.
Depp said he told an executive, "all my characters are gay."
He added "that really made her nervous."
Disney is the parent company of ABC7.
In the interview, Depp also talked about working with Angelina Jolie in the new movie, "The Tourist."
He described Jolie as being incredibly normal and said she has a dark, perverse sense of humor.
Depp also said he felt sorry for the way the paparazzi hunted Jolie, and had to be careful that photographers didn't catch them too close together so rumors wouldn't start.
The Associated Press contributed to this report.