She says at first she was "mortified" her health problems had been made so public before deciding to turn it into a positive.
Wax, in New Zealand next week to speak at the three-day Apac Forum at Auckland's SkyCity, wrote a show called Losing It and toured more than 50 mental institutions in the UK.
These days, Wax is happy to be a "poster girl" for mental illness. She has dedicated much of the past 10 years to encouraging people to talk about their problems.
"It used to be the bubonic plague and cholera that people had to worry about," she says. "But mental illness is just as pandemic. It is not somethingwe can sweep under the carpet."
Next week's Apac Forum - organised by Ko Awatea, a Counties Manukau centre for health innovation - is the world's third-largest health improvement conference.
Wax told the Herald on Sunday from London she can't wait for her second visit to the country.
"I was last in New Zealand 10 years ago for a tour and I loved it," she says. "The place is so green it even makes Ireland look beige."
Wax, 62, promises a fun-packed keynote speech on Friday.
"Promoting an understanding that mental health is a bigger issue is what I am into these days," she says. "We can't change the world but we can change the way we react to it. I discuss what can be done to improve things and provide a survival guide to the 21st century. I don't whine. I address stuff I think is interesting and present it in an entertaining way."
Wax gained notoriety with her 90s TV show Ruby Wax Meets which provided outrageous insights into the private lives of celebrities.
Her journey through bouts of crippling depression has shaped her new career. She has an OBE for her services to mental health and a master's degree in mindful-based cognitive behavioural therapy from Oxford University.
Her 2013 book Sane New World was an international best-seller and Mindfulness - A Guide for the Frazzled is due out next year.
"Being involved in highlighting mental health issues has helped me understand and manage my own condition," she says. "Recovery from depression is like when the sun comes up, it is so gradual."
In today's workplaces, burn-out has become a worldwide issue.
"Most people do not want to flag any mental problems in case they lose their job," she says. "But because so many people are now talking about these issues things are beginning to improve."
An increasing daily reliance on mobile devices and computers is also not helping, she says.
"We are becoming more emotionally switched off to other people. We are tagging after machines we thought would make life easier to the point where we are now becoming the slaves."
Wax is impressed with New Zealand's attitudes towards the problem. "New Zealand and Australia are way ahead of the game," she says. "However, just because you appear to live in paradise doesn't mean to say people don't still have problems."
The APAC Forum is at the SkyCity Convention Centre, Auckland, September 23-25.
Where to get help:
• Lifeline: 0800 543 354 (available 24/7)
• Suicide Crisis Helpline: 0508 828 865 (0508 TAUTOKO) (available 24/7)
• Youth services: (06) 3555 906
• Youthline: 0800 376 633
• Kidsline: 0800 543 754 (4pm to 6pm weekdays)
• Whatsup: 0800 942 8787 (1pm to 11pm)
• The Word
• Depression helpline: 0800 111 757 (available 24/7)
• Rainbow Youth: (09) 376 4155
• CASPER Suicide Prevention
If it is an emergency and you feel like you or someone else is at risk, call 111.
