The result allowed Lyon to stay fourth on 24 points from 13 games, one behind Montpellier and one ahead of St Etienne who beat Reims 2-0 at home.
Champions and league leaders Paris Saint-Germain visit second-from-bottom Monaco in the round's standout fixture on Sunday, aiming to stretch their perfect start to 13 successive wins.
A looping header by Marcus Thuram, the son of former France World Cup winner Lilian Thuram, gave Guingamp a 21st-minute lead before Houssem Aouar equalised in the 62nd with a side-footed finish and Depay lit up the contest.
The former Manchester United forward turned the tide in the 66th minute with a rasping shot from the edge of the penalty area and then unleashed a thunderbolt of a free kick from 30 metres which went in off the underside of the bar.
Thuram scored his second goal with a penalty kick to rekindle the home side's hopes of salvaging a point before substitute Maxwel Cornet sealed Lyon's win with his first touch of the ball after a fine assist by Depay.
Nice ground out a 1-0 win at nine-man Nimes as Youcef Atal swept home a 61st-minute winner after the home side had Faitout Maouassa and Loick Landre sent off in the first half.
Goals by Mathieu Debuchy and Wahbi Khazri in the opening half gave St Etienne a win over Reims while Montpellier went down 1-0 at Angers after Romain Thomas scored in the 69th minute.
Amiens climbed out of the relegation zone with a 1-0 win at Toulouse, courtesy of a 28th-minute goal by Alexis Bin.
