"There's a lot of shame attached to mental illness, you feel like something's wrong with you. And in my life I go 'oh my goodness, look at all these beautiful and wonderful things that I have, and I should be so happy'.
"But you can't help it if in the morning when you wake up, you are so tired, you are so sad and you are so full of anxiety and the shakes that you can barely think.
"But it was like saying 'this is a part of me, and that's OK'."
William has called for the end of "stiff upper lip" culture, and said he wants a culture where his children, George and Charlotte, can speak about their emotions.
Saying the idea that successful, strong people do not suffer their own emotional difficulties is false, he added: "We all do. It's just few of us speak about it."
In an interview for CALMzine, the charity magazine aimed at tackling mental health in men, the Duke has now said: "Attitudes are changing and this is being helped by high-profile people talking about their experience.
"Men like Professor Green, Freddie Flintoff and Rio Ferdinand have led the way and made films for Heads Together showing the conversations they have had about pressures on their mental health.
"The recent interview by Stormzy about his depression was incredibly powerful and will help young men feel that it's a sign of strength to talk about and look after your mind as well as your body.
"There may be a time and a place for the 'stiff upper lip', but not at the expense of your health."