Two first-half penalties from Emil Forsberg and Timo Werner put Leipzig – who were already through and needed just a point to seal top spot in Group G – in control at Groupama Stadium on Wednesday (AEDT).
However, Houssem Aouar gave Lyon hope after the restart with a wonderful curling strike before Depay's instinctive 82nd-minute finish.
With Benfica beating Zenit 3-0 in the group's other game, Depay's effort propelled Rudi Garicia's side from bottom up to second at the Russian team's expense.
