The Frenchman, a £21million arrival from Manchester United in January, has hit the ground running in Ligue 1 with five goals already.
But the crowning glory of the 23-year-old’s fledgling time in the south of France came this weekend with a goal the man himself has since described as the “best of his life”.
Turning just inside the Toulous half, Depay unleashed a snap shot from all of 45-yards high into the air and over the helpless goalkeeper into the gaping net.
But despite the similarities to Beckham’s infamous effort over Neil Sullivan back in 1996, Depay has no interest in comparing himself to one of his idols.
“I'm not David Beckham,” he told Canal+. “I don't compare myself to such a legend.
“I think it's great for me to score a goal like this. I tried the same thing a few years ago when I played for PSV and I hit the bar. This time, I got lucky.
“I realised in the first half that the keeper was off his line all the time. We put on pressure, I looked at him, and as soon as we won the ball I knew where he was, so all I had to do was turn and just do it - don't think, just shoot.
“I didn't even see the ball go in, I just saw the stadium going crazy.
“I think I've scored the best goal of my life. Aside from that, I'm very happy.”