Barcelona travelled to Athletic Bilbao on Saturday evening for their La Liga clash.
Barca have been in all sorts of trouble over the summer but they went into the game on a high after beating Real Sociedad in their season opener last week.
However, they struggled at the San Mamés Stadium.
The home side took the lead through Inigo Martinez five minutes after half-time.
The Dutchman found space on the left, drove into the box and then rifled an effort past Julen Agirrezabala from a tight angle.
Unstoppable. That was his first official goal for the club and what a way to get it.
Julen Agirrezabala had absolutely no hope of keeping Depay's effort out.
Barcelona finished the game with 10 men as Eric Garcia, making just his second appearance for the club after joining from Man City this summer, was sent off late on after scything down Nico Williams when through on goal.
Antoine Griezmann spoke to the media after the game and he was disappointed with both his and his side's performance.
He said, per the Athletic's Dermot Corrigan: "We didn't play a great game, they pressed well and we found it tough. But this will be a tough season, we know every game will be difficult.
"We had more ball at the end, when they were more tired, and were able to take advantage."
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He was complimentary of Depay, continuing, per Barca Universal: "Depay is an excellent player, we are lucky to have a player like him."
Barcelona remain in top spot in La Liga but will most likely fall down the table when the rest of this weekend's fixtures are completed.