The result put fourth-placed Lyon on 60 points from 31 games, two points adrift of third-placed Olympique de Marseille who beat Dijon 3-1 away on Saturday.
Depay fired home from Houssem Aouar's cross to put the hosts in front after 24 minutes.
He doubled the tally two minutes before the break from the penalty spot after Tanguy Ndombele was brought down in the box.
Earlier, there was a minute's silence in memory of Guingamp's Under-12 player Baptiste Le Foll who died last week. The youngster was mourned by fans at the Roudourou ahead of the home side's 2-1 victory against Girondins de Bordeaux.
All of the Guingamp players wore t-shirts saying 'For Baptiste' during their warm-up.
"The players quickly realised it was more than a football game, and that it was certainly a good moment to win," said Guingamp president Bertrand Desplat.
(Reporting by Julien Pretot; Editing by Christian Radnedge)
