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The 44-year-old was introduced to Depp after he moved to LA with his garage band The Kids in his late teens.
He told Heart FM: "I met Johnny many years ago - he was a guitar player and had come to Los Angeles from Florida.
"We had a mutual friend and we were just playing Monopoly one day. I told him he ought to try acting so I introduced him to my agent and the next day he got his first audition and got the part.
"I can't really take credit for it... I was just one small step in his whole career... but that's just how it happened. It was quite simple."
He added: "Please don't ask me who won the game of Monopoly, though, I can't remember... it was a long time ago!"
Cage recently revealed that the movie industry has made him "reclusive".
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