The PSV winger surged into the area before firing towards the far post, but Volkan Babacan was able to dive across and get a hand to the ball.
Depay continued to impress as he played a one-two with Wesley Sneijder before lashing towards goal from 25 yards out.
The Turkey goalkeeper, however, was again on hand to prevent further danger as Klaas Jan Huntelaar looked to pounce on the rebound.
The World Cup 2002 third-placed side would pick themselves up and push forward, with Caner Erkin skipping past Gregory van der Wiel down the left and delivering a cross for the unmarked Burak Yilmaz in the box.
Bruno Martins Indi was on hand to block the subsequent shot just in front of the line, which appeared to have been done so with his shoulder, but nothing was given by the referee.
Turkey continued to threaten and were rewarded in the 37th minute when Volkan Sen's cutback in the Netherlands box fell to Yilmaz, whose deflected shot from 12 yards left Jasper Cillessen stranded. body check tags ::