The 31-year-old, who has signed a one-year deal with Warrington, admits his life would be in tatters if he had not got help from the Sporting Chance charity.
Without their continuing support, Bailey says his playing career would have ended last season.
He said: “I had hit the bottom and I do not know where I’d be now if I hadn’t decided to get help.”
Bailey said he has been dogged by depression for years, but refused to tell anyone in case people thought he was weak.
But after things came to a head last year, Bailey decided to swallow his pride and find help.
He said: “I have always found it hard to deal with stuff and would never ask for help because rugby league is a manly sport.
“But I don’t want anyone else to go through what I’ve done. I’ve gone through some bad patches with depression.
We have taken a small risk, but Bails knows this is his last chance and he is doing his best to do
“I needed to find myself again but didn’t know where to go and didn’t know if I ever wanted to play again.”
Bailey was put in touch with the Sporting Chance charity and said they had revived his life.
After 12 glory-filled years at Leeds, during which he won six Grand Finals, Bailey hit problems last year.
He only played one game for Hull KR before being released and then had a less than impressive spell at Castleford.
Bailey decided to seek help for his depression, but thought his playing career was over and had lined up work on a building site.
But after hearing of his determination to beat his demons, Warrington coach Tony Smith stepped in with a one-year deal.
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COACH: Tony Smith
Former Leeds coach Smith knows the troubled prop well and is convinced Bailey is in the right frame of mind.
He said: “He is as settled as I can remember for a long time.
He’s giving himself every chance and hopefully he can show everyone.
“We have taken a small risk, but Bails knows this is his last chance and he is doing his best to do all the right things now.”
Bailey, who will miss the opening few games after ankle surgery, added: “Tony knows how to handle me and he gets the best out of me.
“I will keep seeing the Sporting Chance counsellors and keep my head down and there’s no reason why I can’t do well for Warrington.
“I think I’ve still got four or five years in me at the top level and I will prove that this year.
“I am very excited about what lies ahead.”
“I needed to find myself again but didn’t know where to go and didn’t know if I ever wanted to play again.”
Bailey was put in touch with the Sporting Chance charity and said they had revived his life.
After 12 glory-filled years at Leeds, during which he won six Grand Finals, Bailey hit problems last year.
He only played one game for Hull KR before being released and then had a less than impressive spell at Castleford.
Bailey decided to seek help for his depression, but thought his playing career was over and had lined up work on a building site.
But after hearing of his determination to beat his demons, Warrington coach Tony Smith stepped in with a one-year deal.
The story was used in the Daily Star 18/01/16 Julie Stott