Of the bizarre video, Marilyn recently said: "At the end, when you see the underwear burning, those are mine - and that's Johnny's lighter - he burnt my f***ing underwear!
"I was embarrassed to be nude in front of these two girls, Johnny too. We've been friends for so long but we don't sit around and look at each other's undercarriages."
The high-profile duo have been friends for nearly two decades and according to the 48-year-old star, they share much in common.
He added: "We were both white trash from hillbilly country, to use the vernacular, and sharpened our teeth in Florida."
Depp, 54, recently attracted negative headlines when he attended the premiere of his latest movie, the Sir Kenneth Branagh-directed 'Murder on the Orient Express', looking slightly worse for wear.
But Manson - whose real name is Brian Warner - thought his friend looked "handsome as f**k" on the red carpet.
He said: "The press said he looked worse for wear ... He looked handsome as f**k and I want to go on record saying that."
