Brady admits he has secretly battled with depression for years and describes the harrowing emotions he's experienced. "People are like, 'Wayne Brady's always happy!'" he says. "No I'm not. Because I'm human."
"Having a bad day is one thing, having a bad week is another, having a bad life ... You don't want to move, you can't move in the darkness," he explains. "You're like, 'I am just going to sit right here and I want to wallow in this. As much as it hurts, I am going to sit right here because this is what I deserve. This is what I deserve, so I am going to sit here because I am that horrible of a person.'"
The constant self-doubt turned into a vicious cycle.
"It starts this cycle where you tell yourself these lies ... and those lies become true to you," he says. "So, you stick to your own truth you've set up. 'If I am this bad, then why should any of this matter?' I feel at that point, you end up wanting to stop the pain."
Brady reveals he hit rock bottom last June on his 42nd birthday, recalling, "I was there by myself, in my bedroom and I had a complete breakdown ... Just go ahead and imagine for yourself a brother in his underwear, in his room, you got snot ... and that birthday was the beginning of, 'OK, I've got to make a change.'"
Brady, who knew Williams from the comedian's appearance on Whose Line, tweeted on the day news broke of Williams' death.
"When he was on stage [in] full-on Robin mode -- and I know this from being blessed enough to work with him -- you could not touch that man," he tells ET. "He made all these people feel great. And at the same time, knowing that he had this sense of ... what I make up in my mind, this low sense of self-worth, of belonging, of loneliness, of pain that all the money in the world can't cure, all the accolades and awards, and all the love from people all over the world ... all that love could still not stop that man from saying, I am in so much pain.'"
He also points out the double standard in Hollywood when it comes to admitting to depression as opposed to a drug problem.
"Nobody wants to out themselves so to speak, or if they out themselves, it's in a very -- I hate to say it -- Hollywood way," he says. "It's actually cool to go into rehab for some people. ... But if someone says, 'I'm clinically depressed,' that sounds like someone's making something up. It's like, 'Psst, you're not depressed.'"
Brady now says he's currently on the road to recovery, and gives a lot of credit to his ex-wife, Mandie Taketa. He says the two are still close friends, despite divorcing in 2007 after eight years of marriage. They remain committed to co-parenting their daughter Maile, now 11.
"We said we want to give her the closest experience she can have to living in the same house," he says of being neighbors with his ex. "And we've always lived in different homes. We just live super-close now. The fact of the matter is, I like her mom. She was down with me when nobody in the world was down with me, except my mom. There was loyalty there, there was respect, there is trust -- she is my baby mama."
He also has this piece of advice for those battling with their own struggles with depression.
"It took me a while to get my stuff together to go, 'You know what? If you're not happy, you have to do something about it,'" he says frankly. "Just to admit that you are feeling this way is a huge step. To claim that, to say, 'Why do I feel dark? Why do I feel unhappy? Let me do something about this.'"
Watch the video to see more of Brady's emotional ET interview.
Wayne Brady opens up about his depression: 'I had a complete breakdown'
NEW YORK, NY - JUNE 10: Wayne Brady attends the Apollo Spring Gala and 80th Anniversary Celebration at The Apollo Theater on June 10, 2014 in New York City. (Photo by Dave Kotinsky/Getty Images)
PASADENA, CA - SEPTEMBER 21: Actor/Comedian Wayne Brady performs on opening night for the musical 'Kiss Me, Kate' at Pasadena Playhouse on September 21, 2014 in Pasadena, California. (Photo by Earl Gibson III/WireImage)
LOS ANGELES - SEPTEMBER 23: Game show host Wayne Brady (CBS's 'Let's Make a Deal') visits the ladies of 'The Talk,' Wednesday, September 24, 2014 on the CBS Television Network. From left, Sheryl Underwood, Sara Gilbert, Wayne Brady, Sharon Osbourne, Aisha Tyler and Julie Chen, shown. (Photo by Sonja Flemming/CBS via Getty Images)
BEVERLY HILLS, CA - JUNE 22: Actor Wayne Brady (L) and daughter Maile Masako Brady attend the 41st Annual Daytime Emmy Awards at The Beverly Hilton Hotel on June 22, 2014 in Beverly Hills, California. (Photo by David Livingston/Getty Images)
LOS ANGELES - MAY 20: Host Wayne Brady (left) welcomes special guest Julie Chen of THE TALK and BIG BROTHER as he introduces her to the studio audience, on LET'S MAKE A DEAL, airing Wednesday, June 25 (check local listings) on the CBS Television Network. (Photo by Francis Specker/CBS via Getty Images)
HOLLYWOOD, CA - MARCH 15: Actor Wayne Brady, on stage at The Paley Center For Media's PaleyFest 2014 Honoring 'How I Met Your Mother' Series Farewell at Dolby Theatre on March 15, 2014 in Hollywood, California. (Photo by Frazer Harrison/Getty Images)
NEW YORK, NY - FEBRUARY 18: NASDAQ managing director Jay Heller and actor Wayne Brady ring the closing bell at NASDAQ MarketSite on February 18, 2014 in New York City. (Photo by Taylor Hill/FilmMagic)
WATCH WHAT HAPPENS LIVE -- Pictured (l-r): Kenya Moore and Wayne Brady -- Photo by: Charles Sykes/Bravo/NBCU Photo Bank via Getty Images
NEW YORK, NY - FEBRUARY 18: Actor and Comedian Wayne Brady rings the closing bell at NASDAQ MarketSite on February 18, 2014 in New York City. (Photo by Robin Marchant/Getty Images)
WASHINGTON, DC - FEBRUARY 08: Actor Wayne Brady (L) and actor Anthony Anderson appear onstage at BET Honors 2014 at Warner Theatre on February 8, 2014 in Washington, DC. (Photo by Larry French/BET/Getty Images for BET)
WASHINGTON, DC - FEBRUARY 08: Actor Wayne Brady (C) prepares backstage at BET Honors 2014 at Warner Theatre on February 8, 2014 in Washington, DC. (Photo by Bennett Raglin/BET/Getty Images for BET)
WASHINGTON, DC - FEBRUARY 08: Actor Wayne Brady performs onstage at BET Honors 2014 at Warner Theatre on February 8, 2014 in Washington, DC. (Photo by Kris Connor/BET/Getty Images for BET)
LOS ANGELES - NOVEMBER 8: Model Danielle Demski (left) host Wayne Brady (center) and announcer Jonathan Mangum wrap up another show as they thank the audience and all the followers on Twitter for their participation, on a special Twitter episode of LET'S MAKE A DEAL, Wednesday, Nov. 13 (check local listings) on the CBS Television Network. (Photo by Sonja Flemming/CBS via Getty Images)
LOS ANGELES - NOVEMBER 8: Model Danielle Demski claps as Kathleen Follweiler (center) of Stuart, FL waits for the Go For a Spin wheel to stop while host Wayne Brady gives direction, on a special Twitter episode of LET'S MAKE A DEAL, Wednesday, Nov. 13 (check local listings) on the CBS Television Network. (Photo by Sonja Flemming/CBS via Getty Images)
LOS ANGELES - SEPTEMBER 25: William Medley (left) of Los Angeles and Kelsey Mobley (center) also of Los Angeles react after host Wayne Brady shows them how far they'Âve come playing the Let'Âs Make a Date game, on a special Valentines edition of LET'S MAKE A DEAL airing Friday, Feb. 14 (check local listings) on the CBS Television Network. (Photo by Sonja Flemming/CBS via Getty Images)
LAS VEGAS, NV - SEPTEMBER 21: Comedian Wayne Brady attends the iHeartRadio Music Festival at the MGM Grand Garden Arena on September 21, 2013 in Las Vegas, Nevada. (Photo by David Becker/Getty Images for Clear Channel)
BEVERLY HILLS, CA - SEPTEMBER 20: Actors Wayne Brady (L) and James Pickens Jr. attend the ICON MANN Gala at the Peninsula Hotel on September 20, 2013 in Beverly Hills, California. (Photo by David Livingston/Getty Images)
LOS ANGELES - SEPTEMBER 9: Rashad Patrick Grisby (left) of Los Angeles and Dallas Lovato (middle) of Sherman Oaks, CA both react the same as host Wayne Brady establishes their deals for them to make decisions, on a special Grammys edition of LET'S MAKE A DEAL airing January 24 (check local listings) on the CBS Television Network. (Photo by Monty Brinton/CBS via Getty Images)
D23 EXPO - Tim Gunn and Wayne Brady, stars of cable TV's #1 series for kids 2-5, 'Sofia the First,' were on hand to greet fans and read from two soon-to-be-released storybooks from Disney Publishing including 'Sofia the First: The Floating Palace,' based on the upcoming Disney Junior fall primetime TV special of the same name, at Disney's D23 Expo, the ultimate event for Disney fans at the Anaheim Convention Center in Anaheim, California (August 11). (Photo by Matt Petit/Disney Enterprise via Getty Images)
WAYNE BRADY, PRINCESS SOFIA, TIM GUNN
LOS ANGELES, CA - JULY 27: Adam Shankman, Darren Criss and Wayne Brady attend the Dizzy Feet Foundation Third 'Celebration of Dance' Gala at The Music Center on July 27, 2013 in Los Angeles, California. (Photo by Jesse Grant/WireImage)