Depay has struggled in the opening weeks of the Ligue 1 season and failed to see action for Holland in both their internationals last week.
OL coach Bruno Genesio admits he needs more from the former Manchester United attacker.
"I have no disappointment with him, but I wait for more, because he has enormous potential. I'm more demanding, but he still has made two decisive passes and an important goal (this season)," said Genesio.
"He needs to do more off the ball. He knows that. I didn't drop him against Nantes as motivation. It was a tactical decision."