The former Manchester United winger scored all three of his goals in the second half as Lyon came from behind to beat Nice 3-2, clinching third place in the final standings as Marseille missed out by just one point.
Depay looked to have ensured a comfortable finale to the season when he clipped a skilful finish over the keeper to complete his hat-trick in the 87th minute, but Alassane Plea - who had opened the scoring in the 18th minute - pulled one back for Nice just two minutes later.
The hosts held out for the win they needed to secure a top-three spot, though, joining Paris Saint-Germain and Monaco in the next season's Champions League, with the latter beating Troyes 3-0 on the final day to guarantee their place in the competition.
Marseille - who were beaten in the Europa League final on Wednesday - began the night just one point behind Lyon, but their 2-1 win over 10-man Amiens proved to be in vain as they were forced to settle for another season of Europa League football.
Toulouse needed to win and hope that Caen were beaten to climb out of the bottom three, but they now face the prospect of a relegation playoff to determine their top-flight future.
Troyes, meanwhile, suffer automatic relegation courtesy of their 3-0 home defeat to Monaco, joining Metz in Ligue 2 next season.