Is making a deposit in an online casino safe?

Absolutely. Providing the casino site you're playing at is licensed and has a 128 bit security encryption in place there's no reason why you should be vulnerable online while making a real money deposit. Plus, if safety is a primary concern you can choose to use banking methods that are anonymous and don't link to any of your personal information - such as prepaid cards for example. Or e-wallets, which don't share any of your sensitive financial info with third parties online.