The 21-year-old forward caught the attention of many with his cameo performances for Louis van Gaal's Dutch team on their way to the World Cup semi-finals and, as revealed by Goal, was advised by the now-Manchester United coach to stay this season before heading to Old Trafford in 2015.
Tottenham are also keen on the youngster, who has continued his fantastic form in 2014-15 and tops the Eredivisie's goalscoring charts, and Cocu believes that Depay will go a long way.
"I think he can be as good as Robben," the coach told reporters. "They are different players but they are both fast and have a good shot and both always have the desire to improve; neither player hides from training, which is a good sign for Depay.
"It's unfortunate that he might leave in the summer but, on the other hand, we must be proud as a club because we have raised him.
"At some point, it becomes clear that he is ready for the next step and, yes, I think he's going to leave PSV after this season."