Emil Forsberg and Timo Werner both scored from the penalty spot for the Germans before Houssem Aouar and Depay netted for Lyon, who reached the knockout phase as Zenit lost 3-0 to Benfica in the other Group G game.
Lyons Rudi Garcia made two changes from the side who beat Nimes on Friday as winger Martin Terrier and midfielder Lucas Tousart started.
Leipzig coach Julian Nagelsmann, safe in the knowledge his side were guaranteed top spot, brought in five new faces following their convincing weekend victory over Hoffenheim.
Forsberg opened the scoring after nine minutes as he slotted in from the spot after referee Anthony Taylor checked an Anthony Lopes foul on Yussuf Poulsen with VAR.
Naglesmanns men doubled their advantage 24 minutes later after Tousart felled Christopher Nkunku in the box.
Germany forward Werner converted the penalty for his 20th goal in all competitions for the season.
Lyons best chance to halve the deficit in the first half fell to Moussa Dembele two minutes into injury time. His powerful...