"A wonderful player. You saw what he is capable of, even if he is playing less at his club," the Dutch coach said after the Olympique Lyonnais striker scored twice and made the other two goals in a comfortable 4-0 win over Belarus on Thursday.
"Memphis is very important pillar for us and he showed that," added Koeman, making clear the 25-year-old would be a starter when the Dutch host Germany in their next qualifier on Sunday.
"The ideal is to have a settled starting line-up to be able to work with. You see that with (world champions) France, how infrequently they change their team."
For Depay, the night could have gone a little better.
"If you score twice, you always want a third," he said of missing out on a hat-trick in Rotterdam.
"But I’ll save that for later," he added, with a wink to Dutch television station NOS.
Depay scored in the first minute as the visitors made an early defensive error to get the Dutch campaign off to a perfect start.
They had missed out on the last European Championship in France and also last year’s World Cup in Russia and are re-building under Koeman.
"It was a great start and if you begin like that, it makes the rest of the evening easier," Depay said.
"We said that to each other before we went out that we wanted to push hard for a goal in the opening 10 minutes.
"But you’ve also got to have a little luck."
Depay has scored six Ligue 1 goals this season in comparison to 19 in the last campaign as his form has dipped in the French league.
"I don’t I need to say anything about that now," he said after Thursday’s international.
"Here I am enjoying being home with my team mates and getting the confidence of the coach. We have a good squad and a good coaching staff.
"We’ve got to ensure we stick together as a team and that everyone buys into our ambitions."
(Reporting by Mark Gleeson; Editing by Nick Mulvenney)
