Twenty-eight time Olympic medallist Michael Phelps opened up about his battle with depression at the Kennedy Forum in Chicago this week.

The swimming legend admitted he contemplated suicide at times in his career and fell into depression after each of his first four Olympics.

Now 32, Phelps made his Olympic debut at Sydney 2000 at the age of just 15. He finished fifth in his lone event, the 200m butterfly, falling 33 100ths shy of the podium.

"I wanted to come home with hardware," Phelps told CNN's David Axelrod. "I was always hungry, hungry, and I wanted more. I wanted to push myself really to see what my max was."

He returned to the Olympic stage four years later in Athens, winning six gold medals and two bronze medals, setting four Olympic records, two American records and one world record along the way.

Shortly after, Phelps said his troubles began.

"Really, after every Olympics I think I fell into a major state of depression," Phelps said when asked when first started feeling depressed. He added in the months of October and November following the Olympic Games he feel his emotions moving in a pattern "that just wasn't right." 

"I would say '04 was probably the first depression spell I went through," Phelps said.

As Axelrod pointed out in the live interview, Phelps was charged with a DUI in November of 2004. Shortly after the 2008 Olympics in Beijing a photo of Phelps smoking from a bong surfaced.

Drugs were Phelps’s way of running from "whatever it was I wanted to run from," he said in Chicago. "It would be just me self-medicating myself, basically daily, to try to fix whatever it was that I was trying to run from."

He described his actions following the 2004, 2008 and 2012 as "explosions." Phelps called the follow up to his four gold medal and two silver medal performance at London 2012 as his "hardest fall."

"I didn't want to be in the sport anymore... I didn't want to be alive anymore," Phelps said.

It was at that point Phelps decided he needed to get help to deal with his depression. 

"I remember going to treatment my very first day. I was shaking, shaking because I was nervous about the change that was coming up," Phelps explained. "I needed to figure out what was going on."

"Life became easy." Phelps said of the changes he felt once seeking treatment. "I said to myself so many times, 'Why didn't I do this 10 years ago?' But, I wasn't ready.

"I was very good at compartmentalizing things and stuffing things away that I didn't want to talk about, I didn't want to deal with, I didn't want to bring up – I just never ever wanted to see those things."

He swam in his final Olympics at Rio 2016, picking up five golds and six silver medals in the final event of his career.

Phelps said he's learned to understand more about mental health and has implemented stress management programs into his Michael Phelps Foundation. He added he's now working to share his story and hopefully save lives.

"Those moments and those feelings and those emotions for me are light years better than winning the Olympic gold medal. You have a chance to save a life. And that's way more powerful" 

"I am extremely thankful that I did not take my life."

TSN is a proud supporter of Bell Let's Talk Day, which focuses on confronting the stigma around mental illness and sharing ideas to move mental health forward. This year's Bell Let's Talk Day is January 31.