Variational Monte Carlo studies employing projected entangled-pair states (PEPS) have recently shown that they can provide answers on long-standing questions such as the nature of the phases in the two-dimensional $J_1 - J_2$ model. The sampling in these Monte Carlo algorithms is typically performed with Markov Chain Monte Carlo algorithms employing local update rules, which often suffer from long autocorrelation times and interdependent samples. We propose a sampling algorithm that generates independent samples from a PEPS, bypassing all problems related to finite autocorrelation times. This algorithm is a generalization of an existing direct sampling algorithm for unitary tensor networks. We introduce an auxiliary probability distribution from which independent samples can be drawn, and combine it with importance sampling in order to evaluate expectation values accurately. We benchmark our algorithm on the classical Ising model and on variational optimization of two-dimensional quantum spin models.