Former Wallabies player and Brumbies captain Owen Finegan says former team-mate Dan Vickerman confided in his friends about the difficulties he faced after retiring from the game.
Vickerman died, aged 37, at his family home in Sydney on Saturday night.
"I think everyone was shocked by it. It was devastating - we all play on an old boys team called the Silver Foxes and Dan had expressed a number of times how difficult his transition was and it is difficult for a lot of professional sports people, especially when you've had 10 or more years at the top of the game," Finegan told ABC news.
Finegan said Vickerman's wife and children will be offered help.
"I'm sure the whole rugby community will come around them. I've only heard for about - well it hasn't even been 24 hours and you think to yourself could you have done anything to help him," he said.
"He's got a young family and they'll need all the support they can get. [It will] definitely be something that everyone will be offering and be very supportive to Sarah and the kids and their needs."
The Australian Rugby Union said sporting bodies needed to be vigilant in monitoring players transitioning into retirement.
The ARU's Rob Clarke said players and coaches had been offered counselling following Vickerman's death.
"We as administrators need to continue to be ever vigilant," he said.
"The transition from being a professional sportsman into the world after sport can be challenging, and we've seen it in a number of sports."
Vickerman made his Test debut against France in 2002 and went on to play 63 Tests, but was forced into retirement by stress fractures in his right leg.
Vickerman is survived by his wife, Sarah, and two sons.
Where to get help:
• Lifeline: 0800 543 354 (available 24/7)
• Suicide Crisis Helpline: 0508 828 865 (0508 TAUTOKO) (available 24/7)
• Youthline: 0800 376 633
• Kidsline: 0800 543 754 (available 24/7)
• Whatsup: 0800 942 8787 (1pm to 11pm)
• Depression helpline: 0800 111 757 (available 24/7)
• Rainbow Youth: (09) 376 4155
• Samaritans 0800 726 666
• If it is an emergency and you feel like you or someone else is at risk, call 111.