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The actor reportedly wants to make a guest appearance on the series, which stars John Nettles as a detective investigating murders in the fictional English village of Midsomer.
The Sun quotes him as saying: "It's a great show. But who'd live in that place? You just get killed."
Depp has been nominated for a Best Actor Oscar for his turn as a murderous barber in Tim Burton's musical Sweeney Todd: The Demon Barber of Fleet Street.
He recently admitted that he is a "big fan" of revenge.
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