diff --git a/fastapi/params.py b/fastapi/params.py
index 2dc04be14..d0b2ccbd4 100644
--- a/fastapi/params.py
+++ b/fastapi/params.py
@@ -3,15 +3,12 @@ from dataclasses import dataclass
 from enum import Enum
 from typing import Any, Callable, Dict, List, Optional, Sequence, Union
 
-from fastapi.openapi.models import Example
 from pydantic.fields import FieldInfo
 from typing_extensions import Annotated, deprecated
 
-from ._compat import (
-    PYDANTIC_V2,
-    PYDANTIC_VERSION_MINOR_TUPLE,
-    Undefined,
-)
+from fastapi.openapi.models import Example
+
+from ._compat import PYDANTIC_V2, PYDANTIC_VERSION_MINOR_TUPLE, Undefined
 
 _Unset: Any = Undefined
 
@@ -767,6 +764,48 @@ class Depends:
     dependency: Optional[Callable[..., Any]] = None
     use_cache: bool = True
 
+    def __init__(
+        self, dependency: Optional[Callable[..., Any]] = None, *, use_cache: bool = True
+    ):
+        # Validate that dependency is used correctly
+        if dependency is not None:
+            # Check for nested Depends
+            if isinstance(dependency, Depends):
+                raise TypeError(
+                    "Invalid usage of Depends(). "
+                    "You have nested Depends() calls: Depends(Depends(...)). "
+                    "Each dependency should only be wrapped once. "
+                    "Remove the inner Depends() and pass the function directly."
+                )
+
+            # Check if dependency is callable
+            if not callable(dependency):
+                # Provide helpful error based on the type
+                dep_type = type(dependency).__name__
+                error_msg = f"Depends() expects a callable (function or class), but received {dep_type}. "
+
+                # Add specific hints for common mistakes
+                if isinstance(dependency, (dict, list, str, int, float, bool)):
+                    error_msg += (
+                        "\n\nIt looks like you may have called the dependency function instead of passing it. "
+                        "\n✓ Correct: Depends(my_function)"
+                        "\n✗ Wrong: Depends(my_function())"
+                    )
+                elif hasattr(dependency, "__class__") and hasattr(
+                    dependency.__class__, "__call__"
+                ):
+                    # Might be an instance of a callable class
+                    error_msg += "\n\nIf you're using a callable class, make sure to pass the class itself or a callable instance."
+
+                raise TypeError(error_msg)
+
+        self.dependency = dependency
+        self.use_cache = use_cache
+
+    def __repr__(self) -> str:
+        attr = getattr(self.dependency, "__name__", type(self.dependency).__name__)
+        cache = "" if self.use_cache else ", use_cache=False"
+        return f"{self.__class__.__name__}({attr}{cache})"
 
 @dataclass
 class Security(Depends):
diff --git a/tests/test_depends_validation.py b/tests/test_depends_validation.py
new file mode 100644
index 000000000..080d6fda8
--- /dev/null
+++ b/tests/test_depends_validation.py
@@ -0,0 +1,150 @@
+import pytest
+
+from fastapi import Depends, FastAPI
+from fastapi.testclient import TestClient
+
+
+def test_depends_with_called_function():
+    """Test that calling a function in Depends() raises a clear error."""
+
+    def get_value():
+        return "value"
+
+    with pytest.raises(TypeError) as exc_info:
+        app = FastAPI()
+
+        @app.get("/")
+        def route(val=Depends(get_value())):  # Wrong: calling the function
+            return val
+
+    error_message = str(exc_info.value)
+    assert "callable" in error_message.lower()
+    assert (
+        "Depends(my_function())" in error_message
+        or "called the dependency" in error_message
+    )
+
+
+def test_depends_with_nested_depends():
+    """Test that nesting Depends raises a clear error."""
+
+    def get_value():
+        return "value"
+
+    with pytest.raises(TypeError) as exc_info:
+        app = FastAPI()
+
+        @app.get("/")
+        def route(val=Depends(Depends(get_value))):  # Wrong: nested Depends
+            return val
+
+    error_message = str(exc_info.value)
+    assert "nested" in error_message.lower()
+    assert "Depends(Depends(" in error_message
+
+
+def test_depends_with_string():
+    """Test that passing a string to Depends raises a clear error."""
+
+    with pytest.raises(TypeError) as exc_info:
+        app = FastAPI()
+
+        @app.get("/")
+        def route(val=Depends("not_a_function")):  # Wrong: string
+            return val
+
+    error_message = str(exc_info.value)
+    assert "callable" in error_message.lower()
+    assert "str" in error_message
+
+
+def test_depends_with_dict():
+    """Test that passing a dict to Depends raises a clear error."""
+
+    with pytest.raises(TypeError) as exc_info:
+        app = FastAPI()
+
+        @app.get("/")
+        def route(val=Depends({"key": "value"})):  # Wrong: dict
+            return val
+
+    error_message = str(exc_info.value)
+    assert "callable" in error_message.lower()
+    assert "dict" in error_message
+
+
+def test_depends_with_correct_usage():
+    """Test that correct usage of Depends works fine."""
+
+    def get_value():
+        return "correct_value"
+
+    app = FastAPI()
+
+    @app.get("/")
+    def route(val: str = Depends(get_value)):  # Correct usage
+        return {"value": val}
+
+    client = TestClient(app)
+    response = client.get("/")
+    assert response.status_code == 200
+    assert response.json() == {"value": "correct_value"}
+
+
+def test_depends_with_callable_class():
+    """Test that Depends works with callable classes."""
+
+    class CallableClass:
+        def __call__(self):
+            return "from_callable_class"
+
+    app = FastAPI()
+
+    @app.get("/")
+    def route(val: str = Depends(CallableClass())):  # Correct: callable instance
+        return {"value": val}
+
+    client = TestClient(app)
+    response = client.get("/")
+    assert response.status_code == 200
+    assert response.json() == {"value": "from_callable_class"}
+
+
+def test_depends_with_none():
+    """Test that Depends with None works (for sub-dependencies)."""
+
+    app = FastAPI()
+
+    @app.get("/")
+    def route(val=Depends(None)):  # Valid for sub-dependencies
+        return {"value": "none"}
+
+    # This should not raise an error during app definition
+    assert app is not None
+
+
+def test_error_message_quality():
+    """Test that error messages are helpful and specific."""
+
+    def returns_dict():
+        return {"data": "value"}
+
+    with pytest.raises(TypeError) as exc_info:
+        app = FastAPI()
+
+        @app.get("/")
+        def route(val=Depends(returns_dict())):
+            return val
+
+    error_message = str(exc_info.value)
+
+    # Check that the error message contains helpful hints
+    assert any(
+        hint in error_message
+        for hint in [
+            "✓ Correct",
+            "✗ Wrong",
+            "called the dependency",
+            "function instead of passing it",
+        ]
+    )