"I've found it tougher since retiring from cricket," Johnson said while speaking about the issue during the filming of Channel 7's SAS Australia. "All of a sudden, you're not doing as much. You sort of lose your purpose a little bit."
"I struggle with, probably, confidence at times. I'm in that transition now where I've been out of playing cricket for about two years," he added.
Johnson, who took 313 wickets in 73 Test appearances, retired from Test cricket in 2015 but played on for three further seasons in the Indian Premier League and Big Bash League (BBL). He finally bid adieu to professional cricket in 2018.
"Yeah, plenty of times. I found out I've got depression...but I think the depression was something I've had even from a younger age," the 38-year-old replied when asked by the presenters if he'd found retirement hard.
"It (cricket) sort of blocked things out in a way. It sort of hid the depression, but there were a lot of times where you would go back to your room, you're away from family and you start to dwell on things. Through my cricket career, I actually just dealt with it (depression). It's just about me now actually moving forward and taking it upon myself to be active with certain things, to keep my mind going," he added.
The left-handed pacer also represented Australia in 153 ODIs and 30 T20Is in which he scalped 239 and 38 wickets respectively.