She went on to add: "Recovery is possible. Please don't give up on yourself."
Speaking to Entertainment Tonight, the 19-year-old said she shared the picture in order to help.
"I'm so happy to be able to help other people by talking about my struggles. I guess I'd just say, 'You're worthy of love, valuable, and beautiful. You can and will get through this,'" she said.
"Getting the help you need to deal with this is a form of self-love and you are worth it."
Purser has also previously revealed something else about herself on Instagram - that much like many of her Stranger Things castmates, she's a singer and a musician.
She's posted videos of herself singing and playing piano to the social media site, and she's not bad at all.
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.