The Netherlands international, who moved to Lyon from Manchester United in the January transfer window, scored from the halfway line in the Ligue 1 contest after spotting Toulouse goalkeeper Alban Lafont off his line.
Depay has revealed his delight after netting from just inside the opposition's half of the field, but has insisted that he should have had a hat-trick at Stade de Gerland.
"It's great for me to score a goal like this," he told Le Figaro. "A few years ago, I tried the same thing when I played for PSV. I do not know who it was against. I was 10 meters away and I hit the bar. This time I was lucky. I think I scored the best goal of my life.
"Besides that, I'm very happy because the team got an important victory. We had to take the three points at home. From the first period, I realised that the goalkeeper was playing away from his line. I didn't touch the ball in the middle of the field but I kept it in a corner of my mind.
"At the time, we pressed high and the ball was recovered. I knew where the goalkeeper was. Without thinking, I tried my luck in turning. I didn't even see the ball go in but I saw the stadium in delirium. The other day I saw Alex Lacazette score a magnificent goal and I told him I had to do the same. As I told my colleagues, I should have scored a hat-trick."
The 23-year-old has scored five goals and provided two assists in nine Ligue 1 appearances for Lyon.