Depay is now struggling to get off the bench for Lyon this season.
After his performance for Holland against Belarus, Kieft told Ziggo Sports: "What has happened to the boy in his development? I'm so sorry. He's a different boy.
"He was good in the youth at PSV. But was also on the edge: 'How should I behave?' That went a long way. At PSV he found his way. So we thought he was on the right track, but there's nothing left of him.
"It seems he has a lot of self-confidence, but he loses the first ball he gets. I'm very sorry."