<PAGE>   1

            As filed with the Securities and Exchange Commission on June 5, 2001
                                                     Registration No. __________

                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549
                            -------------------------

                                    FORM S-8
                             REGISTRATION STATEMENT
                                      UNDER
                           THE SECURITIES ACT OF 1933
                            -------------------------

                              THE HOME DEPOT, INC.
             (Exact name of registrant as specified in its charter)

                  DELAWARE                                95-3261426
       (State or other jurisdiction of                 (I.R.S. Employer
       incorporation or organization)               Identification Number)

   2455 PACES FERRY ROAD, ATLANTA, GEORGIA                   30339
  (Address of Principal Executive Offices)                (Zip Code)

                              THE HOME DEPOT, INC.
                     DEFERRED STOCK UNITS PLAN AND AGREEMENT
                            (Full title of the plans)

                            -------------------------

<TABLE>
<S>                                          <C>
         FRANK L. FERNANDEZ, ESQ.                     COPIES REQUESTED TO:
EXECUTIVE VICE PRESIDENT & GENERAL COUNSEL          KELLY R. CAFFARELLI, ESQ.
           THE HOME DEPOT, INC.                        THE HOME DEPOT, INC.
           2455 PACES FERRY ROAD                2455 PACES FERRY ROAD, BLDG. C-20
        ATLANTA, GEORGIA 30339-4024                ATLANTA, GEORGIA 30339-4024
</TABLE>

                    (Name and address of agent for service)
                                 (770) 433-8211
          (Telephone Number, Including Area Code, of Agent for Service)
                               ------------------

                         CALCULATION OF REGISTRATION FEE

<TABLE>
<CAPTION>
---------------------------------------------------------------------------------------------
---------------------------------------------------------------------------------------------
                                                                 Proposed
                                             Proposed            Maximum
                                             Maximum             Aggregate       Amount of
Title of Securities     Amount to be         Offering Price      Offering        Registration
to be Registered        Registered           Per Share (*)       Price (*)       Fee
---------------------------------------------------------------------------------------------
<S>                     <C>                  <C>                 <C>             <C>

Common Stock
($.05 par value)        50,000 Shares(**)    $48.945             $2,447,250      $612
</TABLE>


         (*)      Estimated solely for the purpose of calculating the
         registration fee based on $48.945, the average of the high and low
         prices of the common stock of the Registrant on the New York Stock
         Exchange on June 1, 2001 pursuant to Rules 457(c) and 457(h) under the
         Securities Act of 1933, as amended.

         (**)     Also registering 50,000 deferred stock units, which are
         convertible one-for-one into shares of common stock and for which no
         additional registration fee is required.


<PAGE>   2

                                EXPLANATORY NOTE

         In accordance with the Note to Part I of Form S-8, the information
specified by Part I has been omitted from this Registration Statement.

                                    PART II.

               INFORMATION REQUIRED IN THE REGISTRATION STATEMENT

ITEM 3. INCORPORATION OF DOCUMENTS BY REFERENCE

         The following documents have been filed by The Home Depot, Inc. (the
"Registrant") with the Securities and Exchange Commission (the "Commission") and
are hereby incorporated by reference in this Registration Statement:

(1)      The Registrant's Annual Report on Form 10-K for the year ended January
         28, 2001, as filed with the Commission pursuant to Section 13 of the
         Securities Exchange Act of 1934, as amended (the "1934 Act");

(2)      The Registrant's Quarterly Report on Form 10-Q for the three months
         ended April 29, 2001, as filed with the Commission pursuant to Section
         13 of 1934 Act; and

(3)      The section entitled "Description of Common Stock" in Registrant's
         Report on Form 8-A, filed with the Commission pursuant to the 1934 Act.

         All documents subsequently filed by the Registrant with the Commission
pursuant to Sections 13(a), 13(c), 14, or 15(d) of the 1934 Act, prior to the
filing of a post-effective amendment which indicates that all securities offered
have been sold or which deregisters all securities then remaining unsold, shall
be deemed to be incorporated by reference in this Registration Statement and to
be a part thereof from the date of filing of such documents.

ITEM 4. DESCRIPTION OF SECURITIES.

         Not Applicable.

ITEM 5. INTERESTS OF NAMED EXPERTS AND COUNSEL.

         The legality of the Common Stock covered hereby has been passed upon
for The Home Depot, Inc. by Kelly R. Caffarelli, Esq., Corporate Counsel. Ms.
Caffarelli owns shares of Common Stock, both directly and as a participant in
various employee benefit plans; however, she is not eligible to participate in
the Deferred Stock Units Plan.


<PAGE>   3

ITEM 6. INDEMNIFICATION OF DIRECTORS AND OFFICERS.

         Article IV, Section 4, of the Registrant's Amended and Restated By-Laws
provides that to the fullest extent permitted by Delaware law, each former,
present or future, director, officer, employee or agent of the Registrant, and
each person who may serve at the request of the Registrant as a director,
officer, employee or agent of another corporation, partnership, joint venture,
trust or other enterprise shall be indemnified by the Registrant in all events.

         Article NINTH of the Registrant's Restated Certificate of Incorporation
provides that to the fullest extent permitted by Delaware Law, no director of
the Registrant shall be liable to the Registrant or its stockholders for
monetary damages for breach of fiduciary duty as a director, except for
liability (i) for any breach of the director's duty of loyalty to the Registrant
or its stockholders, (ii) for acts or omissions not in good faith or which
involve intentional misconduct or a knowing violation of law, (iii) under
Section 174 of the Delaware General Corporation Law, or (iv) for any transaction
from which the director derived an improper personal benefit.

         Section 145 of the General Corporation Law of the State of Delaware
sets forth the applicable terms, conditions and limitations governing the
indemnification of officers, directors and other persons.

         In addition, the Registrant maintains officers' and directors'
liability insurance for the benefit of its officers and directors.

ITEM 7. EXEMPTION FROM REGISTRATION CLAIMED.

         Not Applicable.

ITEM 8. EXHIBITS.

         The following exhibits are filed as a part of this Registration
Statement:

<TABLE>
         <S>      <C>
         5        Opinion of Kelly R. Caffarelli

         23.1     Consent of Kelly R. Caffarelli, included in Exhibit 5

         23.2     Consent of KPMG LLP, Independent Certified Public
                  Accountants

         24       Powers of Attorney from Directors
</TABLE>


<PAGE>   4

ITEM 9. UNDERTAKINGS.

The undersigned Registrant hereby undertakes:

         (1)      To file, during any period in which offers or sales are being
made, a post-effective amendment to this Registration Statement to include any
material information with respect to the plan of distribution not previously
disclosed in the registration statement or any material change to such
information in the Registration Statement.

         (2)      That, for the purpose of determining any liability under the
Securities Act of 1933, each such post-effective amendment shall be deemed to be
a new Registration Statement relating to the securities offered therein, and the
offering of such securities at that time shall be deemed to be the initial bona
fide offering thereof.

         (3)      To remove from registration by means of a post-effective
amendment any of the securities being registered which remain unsold at the
termination of the offering.

         (4)      That for the purposes of determining any liability under the
Securities Act of 1933, each filing of the Registrant's annual report pursuant
to Section 13(a) or Section 15(d) of the Securities Exchange Act of 1934 that is
incorporated by reference in the Registration Statement shall be deemed to be a
new Registration Statement relating to the securities offered therein, and the
offering of such securities at that time shall be deemed to be the initial bona
fide offering thereof.

         (5)      Insofar as indemnification for liabilities arising under the
Securities Act of 1933 may be permitted to directors, officers and controlling
persons of the Registrant pursuant to the foregoing provisions, or otherwise,
the Registrant has been advised that in the opinion of the Securities and
Exchange Commission such indemnification is against public policy as expressed
in the Act and is, therefore, unenforceable. In the event that a claim for
indemnification against such liabilities (other than the payment by the
Registrant of expenses incurred or paid by a director, officer or controlling
person of the Registrant in the successful defense of any action, suit or
proceeding) is asserted by such director, officer or controlling person in
connection with the securities being registered, the Registrant will, unless in
the opinion of its counsel the matter has been settled by controlling precedent,
submit to a court of appropriate jurisdiction the question whether such
indemnification by it is against public policy as expressed in the Act and will
be governed by the final adjudication of such issue.


<PAGE>   5

                                   SIGNATURES

         Pursuant to the requirements of the Securities Act of 1933, the
Registrant certifies that it has reasonable grounds to believe that it meets all
of the requirements for filing on Form S-8 and has duly caused this Registration
Statement to be signed on its behalf by the undersigned, thereunto duly
authorized, in the City of Atlanta, State of Georgia, on this 5th day of June,
2001.

                                   THE HOME DEPOT, INC.


                                   By: /s/Robert L. Nardelli
                                       -----------------------------------------
                                       (Robert L. Nardelli, President and CEO)

         Pursuant to the requirements of the Securities Act of 1933, this
Registration Statement has been signed below by the following persons in the
capacities and on the dates indicated.

<TABLE>
<CAPTION>
      Signature                         Title                                       Date
      ---------                         -----                                       ----
<S>                            <C>                                               <C>


/s/Bernard Marcus              Chairman of the Board                             June 5, 2001
------------------------
(Bernard Marcus)


/s/Robert L. Nardelli          President, Chief Executive                        June 5, 2001
------------------------       Officer and Director
(Robert L. Nardelli)           (Principal Executive Officer)


/s/Carol B. Tome               Executive Vice President and                      June 5, 2001
------------------------       Chief Financial Officer
(Carol B. Tome)                (Principal Financial & Accounting Officer)
</TABLE>


<PAGE>   6

<TABLE>
<CAPTION>
      Signature                 Title                      Date
      ---------                 -----                      ----
<S>                             <C>                        <C>


           *                    Director
------------------------
(Gregory D. Brenneman)


           *                    Director
------------------------
(Richard H. Brown)


           *                    Director
------------------------
(John L. Clendenin)


           *                    Director
------------------------
(Berry R. Cox)


           *                    Director
------------------------
(William S. Davila)


           *                    Director
------------------------
(Claudio X. Gonzalez)


           *                    Director
------------------------
(Milledge A. Hart, III)


           *                    Director
------------------------
(Bonnie G. Hill)


           *                    Director
------------------------
(Kenneth G. Langone)


           *                    Director
------------------------
(Roger S. Penske)
</TABLE>


<PAGE>   7

*        The undersigned, by signing his name hereto, does hereby sign this
         Registration Statement on behalf of each of the above-indicated
         directors of the Registrant pursuant to powers of attorney, executed on
         behalf of each such director.


                                    By: /s/Robert L. Nardelli
                                        ----------------------------------------
                                        (Robert L. Nardelli, Attorney-in-Fact)


<PAGE>   8

                                INDEX TO EXHIBITS

<TABLE>
<CAPTION>
Exhibit No.
-----------

<S>           <C>
5             Opinion of Kelly R. Caffarelli, Esq.

23.2          Consent of KPMG LLP, Independent Certified Public Accountants

24            Powers of Attorney
</TABLE>
[{"type": "S-8", "sequence": "1", "filename": "g69909s-8.txt", "description": "THE HOME DEPOT, INC.", "secsgml_size_bytes": 13935}]
{"company-data": {"conformed-name": "HOME DEPOT INC", "cik": "0000354950", "assigned-sic": "5211", "irs-number": "953261426", "state-of-incorporation": "DE", "fiscal-year-end": "0131"}, "filing-values": {"form-type": "S-8", "act": "33", "file-number": "333-62318", "film-number": "1654588"}, "business-address": {"street1": "2455 PACES FERRY ROAD", "city": "ATLANTA", "state": "GA", "zip": "30339-4024", "phone": "770-433-82"}, "mail-address": {"street1": "2455 PACES FERRY ROAD", "city": "ATLANTA", "state": "GA", "zip": "30339-4024"}}
1

            As filed with the Securities and Exchange Commission on June 5, 2001
                                                     Registration No. __________

                       SECURITIES AND EXCHANGE COMMISSION
                             Washington, D.C. 20549
                            -------------------------

                                    FORM S-8
                             REGISTRATION STATEMENT
                                      UNDER
                           THE SECURITIES ACT OF 1933
                            -------------------------

                              THE HOME DEPOT, INC.
             (Exact name of registrant as specified in its charter)

                  DELAWARE                                95-3261426
       (State or other jurisdiction of                 (I.R.S. Employer
       incorporation or organization)               Identification Number)

   2455 PACES FERRY ROAD, ATLANTA, GEORGIA                   30339
  (Address of Principal Executive Offices)                (Zip Code)

                              THE HOME DEPOT, INC.
                     DEFERRED STOCK UNITS PLAN AND AGREEMENT
                            (Full title of the plans)

                            -------------------------
FRANK L. FERNANDEZ, ESQ.                     COPIES REQUESTED TO:
EXECUTIVE VICE PRESIDENT & GENERAL COUNSEL          KELLY R. CAFFARELLI, ESQ.
           THE HOME DEPOT, INC.                        THE HOME DEPOT, INC.
           2455 PACES FERRY ROAD                2455 PACES FERRY ROAD, BLDG. C-20
        ATLANTA, GEORGIA 30339-4024                ATLANTA, GEORGIA 30339-4024
(Name and address of agent for service)
                                 (770) 433-8211
          (Telephone Number, Including Area Code, of Agent for Service)
                               ------------------

                         CALCULATION OF REGISTRATION FEE
---------------------------------------------------------------------------------------------
---------------------------------------------------------------------------------------------
                                                                 Proposed
                                             Proposed            Maximum
                                             Maximum             Aggregate       Amount of
Title of Securities     Amount to be         Offering Price      Offering        Registration
to be Registered        Registered           Per Share (*)       Price (*)       Fee
---------------------------------------------------------------------------------------------
Common Stock
($.05 par value)        50,000 Shares(**)    $48.945             $2,447,250      $612
(*)      Estimated solely for the purpose of calculating the
         registration fee based on $48.945, the average of the high and low
         prices of the common stock of the Registrant on the New York Stock
         Exchange on June 1, 2001 pursuant to Rules 457(c) and 457(h) under the
         Securities Act of 1933, as amended.

         (**)     Also registering 50,000 deferred stock units, which are
         convertible one-for-one into shares of common stock and for which no
         additional registration fee is required.
2

                                EXPLANATORY NOTE

         In accordance with the Note to Part I of Form S-8, the information
specified by Part I has been omitted from this Registration Statement.

                                    PART II.

               INFORMATION REQUIRED IN THE REGISTRATION STATEMENT

ITEM 3. INCORPORATION OF DOCUMENTS BY REFERENCE

         The following documents have been filed by The Home Depot, Inc. (the
"Registrant") with the Securities and Exchange Commission (the "Commission") and
are hereby incorporated by reference in this Registration Statement:

(1)      The Registrant's Annual Report on Form 10-K for the year ended January
         28, 2001, as filed with the Commission pursuant to Section 13 of the
         Securities Exchange Act of 1934, as amended (the "1934 Act");

(2)      The Registrant's Quarterly Report on Form 10-Q for the three months
         ended April 29, 2001, as filed with the Commission pursuant to Section
         13 of 1934 Act; and

(3)      The section entitled "Description of Common Stock" in Registrant's
         Report on Form 8-A, filed with the Commission pursuant to the 1934 Act.

         All documents subsequently filed by the Registrant with the Commission
pursuant to Sections 13(a), 13(c), 14, or 15(d) of the 1934 Act, prior to the
filing of a post-effective amendment which indicates that all securities offered
have been sold or which deregisters all securities then remaining unsold, shall
be deemed to be incorporated by reference in this Registration Statement and to
be a part thereof from the date of filing of such documents.

ITEM 4. DESCRIPTION OF SECURITIES.

         Not Applicable.

ITEM 5. INTERESTS OF NAMED EXPERTS AND COUNSEL.

         The legality of the Common Stock covered hereby has been passed upon
for The Home Depot, Inc. by Kelly R. Caffarelli, Esq., Corporate Counsel. Ms.
Caffarelli owns shares of Common Stock, both directly and as a participant in
various employee benefit plans; however, she is not eligible to participate in
the Deferred Stock Units Plan.
3

ITEM 6. INDEMNIFICATION OF DIRECTORS AND OFFICERS.

         Article IV, Section 4, of the Registrant's Amended and Restated By-Laws
provides that to the fullest extent permitted by Delaware law, each former,
present or future, director, officer, employee or agent of the Registrant, and
each person who may serve at the request of the Registrant as a director,
officer, employee or agent of another corporation, partnership, joint venture,
trust or other enterprise shall be indemnified by the Registrant in all events.

         Article NINTH of the Registrant's Restated Certificate of Incorporation
provides that to the fullest extent permitted by Delaware Law, no director of
the Registrant shall be liable to the Registrant or its stockholders for
monetary damages for breach of fiduciary duty as a director, except for
liability (i) for any breach of the director's duty of loyalty to the Registrant
or its stockholders, (ii) for acts or omissions not in good faith or which
involve intentional misconduct or a knowing violation of law, (iii) under
Section 174 of the Delaware General Corporation Law, or (iv) for any transaction
from which the director derived an improper personal benefit.

         Section 145 of the General Corporation Law of the State of Delaware
sets forth the applicable terms, conditions and limitations governing the
indemnification of officers, directors and other persons.

         In addition, the Registrant maintains officers' and directors'
liability insurance for the benefit of its officers and directors.

ITEM 7. EXEMPTION FROM REGISTRATION CLAIMED.

         Not Applicable.

ITEM 8. EXHIBITS.

         The following exhibits are filed as a part of this Registration
Statement:
5        Opinion of Kelly R. Caffarelli

         23.1     Consent of Kelly R. Caffarelli, included in Exhibit 5

         23.2     Consent of KPMG LLP, Independent Certified Public
                  Accountants

         24       Powers of Attorney from Directors
4

ITEM 9. UNDERTAKINGS.

The undersigned Registrant hereby undertakes:

         (1)      To file, during any period in which offers or sales are being
made, a post-effective amendment to this Registration Statement to include any
material information with respect to the plan of distribution not previously
disclosed in the registration statement or any material change to such
information in the Registration Statement.

         (2)      That, for the purpose of determining any liability under the
Securities Act of 1933, each such post-effective amendment shall be deemed to be
a new Registration Statement relating to the securities offered therein, and the
offering of such securities at that time shall be deemed to be the initial bona
fide offering thereof.

         (3)      To remove from registration by means of a post-effective
amendment any of the securities being registered which remain unsold at the
termination of the offering.

         (4)      That for the purposes of determining any liability under the
Securities Act of 1933, each filing of the Registrant's annual report pursuant
to Section 13(a) or Section 15(d) of the Securities Exchange Act of 1934 that is
incorporated by reference in the Registration Statement shall be deemed to be a
new Registration Statement relating to the securities offered therein, and the
offering of such securities at that time shall be deemed to be the initial bona
fide offering thereof.

         (5)      Insofar as indemnification for liabilities arising under the
Securities Act of 1933 may be permitted to directors, officers and controlling
persons of the Registrant pursuant to the foregoing provisions, or otherwise,
the Registrant has been advised that in the opinion of the Securities and
Exchange Commission such indemnification is against public policy as expressed
in the Act and is, therefore, unenforceable. In the event that a claim for
indemnification against such liabilities (other than the payment by the
Registrant of expenses incurred or paid by a director, officer or controlling
person of the Registrant in the successful defense of any action, suit or
proceeding) is asserted by such director, officer or controlling person in
connection with the securities being registered, the Registrant will, unless in
the opinion of its counsel the matter has been settled by controlling precedent,
submit to a court of appropriate jurisdiction the question whether such
indemnification by it is against public policy as expressed in the Act and will
be governed by the final adjudication of such issue.
5

                                   SIGNATURES

         Pursuant to the requirements of the Securities Act of 1933, the
Registrant certifies that it has reasonable grounds to believe that it meets all
of the requirements for filing on Form S-8 and has duly caused this Registration
Statement to be signed on its behalf by the undersigned, thereunto duly
authorized, in the City of Atlanta, State of Georgia, on this 5th day of June,
2001.

                                   THE HOME DEPOT, INC.

                                   By: /s/Robert L. Nardelli
                                       -----------------------------------------
                                       (Robert L. Nardelli, President and CEO)

         Pursuant to the requirements of the Securities Act of 1933, this
Registration Statement has been signed below by the following persons in the
capacities and on the dates indicated.
Signature                         Title                                       Date
      ---------                         -----                                       ----
/s/Bernard Marcus              Chairman of the Board                             June 5, 2001
------------------------
(Bernard Marcus)

/s/Robert L. Nardelli          President, Chief Executive                        June 5, 2001
------------------------       Officer and Director
(Robert L. Nardelli)           (Principal Executive Officer)

/s/Carol B. Tome               Executive Vice President and                      June 5, 2001
------------------------       Chief Financial Officer
(Carol B. Tome)                (Principal Financial & Accounting Officer)
6
Signature                 Title                      Date
      ---------                 -----                      ----
*                    Director
------------------------
(Gregory D. Brenneman)

           *                    Director
------------------------
(Richard H. Brown)

           *                    Director
------------------------
(John L. Clendenin)

           *                    Director
------------------------
(Berry R. Cox)

           *                    Director
------------------------
(William S. Davila)

           *                    Director
------------------------
(Claudio X. Gonzalez)

           *                    Director
------------------------
(Milledge A. Hart, III)

           *                    Director
------------------------
(Bonnie G. Hill)

           *                    Director
------------------------
(Kenneth G. Langone)

           *                    Director
------------------------
(Roger S. Penske)
7

*        The undersigned, by signing his name hereto, does hereby sign this
         Registration Statement on behalf of each of the above-indicated
         directors of the Registrant pursuant to powers of attorney, executed on
         behalf of each such director.

                                    By: /s/Robert L. Nardelli
                                        ----------------------------------------
                                        (Robert L. Nardelli, Attorney-in-Fact)
8

                                INDEX TO EXHIBITS
Exhibit No.
-----------
5             Opinion of Kelly R. Caffarelli, Esq.

23.2          Consent of KPMG LLP, Independent Certified Public Accountants

24            Powers of Attorney