The 51-year-old pop star has been open about his struggles in the past but thought he had come through the other side of it only to be left feeling "sad, anxious and depressed" at the start of 2025.
He told The Mirror: "The year started with some ill mental health, which I haven't had for a very, very long time. I was sad, I was anxious, I was depressed.
"It's been about 10 years...I thought I was at the other end of the arc.
"I thought this was the end of my story, and that I would just go walking into this marvellous wonderland. So for it to return was just confusing."
The former Take That star admitted things have now improved but did reflect on a time when he had made a drastic change to his diet and ended up with scurvy but because of his "body dysmorphia", he was actually really pleased when others raised their concerns about his weight.
He said: "I'd stopped eating and I wasn't getting nutrients.
"A 17th century pirate disease! With body dysmorphia, when people say they're worried about how you're looking, you're like: 'I've achieved it.' When people say: 'we're worried you're too thin' that goes into my head as 'jackpot. I've reached the promised land."
Meanwhile, the Rock DJ hitmaker - who is married to Ayda Field and has Teddy, 12, son Charlie, 10, and Coco, six, and four-year-old son Beau, with her - joked that sometimes his children can be completely oblivious to his fame but then other times have a realisation that their dad is someone other than a person who just tells them off.
He said: "I did this gig in Munich to 125,000 people, the place was going wild, and I'm singing Let Me Entertain You … but Charlie has just got his head down playing on his iPad.
"But at Hyde Park last year, I came off, and afterwards, he was just looking at me with these wide eyes, like he had a moment of recognition that his dad was somebody other than somebody that tells him to stop misbehaving or the dad police!"