Dame Kelly Holmes was one of the many high-profile sports stars who opened up to Prince Harry during an event for his mental health charity, Heads Together.
The athlete, who won two gold medals in the 2004 Olympics, explained to the royal that she has battled depression “throughout” her career.
She said: "It's really only been the last three or four years that I've been more open.
"No-one knew at all what I was going through. I was having treatment and they thought I was crying because the treatment was so hard.
"I feel a lot stronger, even in the last 18 months."
Dame Kelly wasn’t the only sports star to open up to Prince Harry at the event; Iwan Thomas also spoke out about his own psychological struggles.
He said: “As a 400-metre runner we think we’re the toughest, mentally and physically. At the time I couldn’t admit I was down. It was like a shame, that I was weak. I almost felt because of what I had achieved as an athlete I couldn’t ask for advice.”
The former European sprint champion added: “I couldn’t speak to my friends; I still haven’t spoken to my parents about it. I went through a couple of dark years on my own.”
Prince Harry also spoke with former Olympic, European, and Commonwealth cycling champion Victoria Pendleton, who admitted her coach advised her to keep her depression a secret.
“I was told by one of my coaches I shouldn’t talk about my vulnerabilities because that would give advantage to my opponents,” she explained.
“There’s a pressure that you should put forward this bravado of being in control, invincible. The truth was I didn’t feel like that and it didn’t stop me being a champion.”
Thankfully, the dedicated athlete later realised that she needed to seek out help, and sought treatment with renowned psychiatrist Dr Steve Peters.
“Steve and I worked out strategies to help me cope,” she said. “I wouldn’t have been able to win an Olympic gold medal without Steve.”
The Heads Together event took place at Kensington Palace, where Prince Harry hosted a BBQ for high-profile stars and encouraged them to help remove the stigma surrounding mental health issues.
The 31-year-old royal, in a bid to show that anyone can be affected by psychological problems, also opened up about his own experiences following the death of his mother, Diana, Princess of Wales, on 31st August 1997.
He said: “I really regret not ever talking about it… it’s OK to suffer, as long as you talk about it.
“[And] it’s not a weakness. Weakness is having a problem and not recognising it and not solving that problem.”
The prince, who founded Heads Together with his brother, Prince William, and his sister-in-law, Kate Middleton, said that he hoped the charity would help "people to realise whether you're a white van driver or an Olympian it actually makes no difference".
He added: "One of the biggest issues is realising it yourself anyway.
"When you're suffering from depression and anxiety you start to feel as though there's something going on but unless someone tells you what anxiety is, how the hell are you supposed to know."
If you're suffering from anxiety or depression, you can call the Samaritans' confidential 24-hour helpline on 08457 90 90 90 or contact these organisations:
Images: Heads Together