The Secrets and Lies star opened up to Elle about how battling depression has affected him and those around him.
"You know, depression has been a huge obstacle for me ever since I was a child. As you get older I think it decreases some, but I'm just innately kind of a sad person," he said. "I'm empathetic, and I take on the feelings of others and transpose myself into the position of others. I see it in my daughter."
Phillippe, 40, shares daughter Ava, 15, with actress Reese Witherspoon, and he told the mag that Ava too has depression.
"She has it, and I wish to hell she didn't. It's just, some people do have this pervading sort of sadness, or they're so analytical that they can kind of take the fun out of things because they think too much," he explained.
The depression has not ruined his sense of humor though. When asked about that famous Girls episode where they debate how to pronounce his last name, he says he "loved it so much."
Ryan Phillippe opens up about his depression
PASADENA, CA - JANUARY 14: Ryan Phillippe arrives at the Disney ABC Television Group's TCA Winter press tour held at The Langham Huntington Hotel and Spa on January 14, 2015 in Pasadena, California. (Photo by Michael Tran/FilmMagic)
PASADENA, CA - JANUARY 14: Actress Juliette Lewis and actor Ryan Phillippe arrive at the ABC TCA 'Winter Press Tour 2015' Red Carpet on January 14, 2015 in Pasadena, California. (Photo by Amanda Edwards/WireImage)
PASADENA, CA - JANUARY 14: Actor Ryan Phillippe onstage during the 'Secrets and Lies' panel at the Disney/ABC Television Group portion of the 2015 Winter Television Critics Association press tour at the Langham Hotel on January 14, 2015 in Pasadena, California. (Photo by Frederick M. Brown/Getty Images)
BEVERLY HILLS, CA - DECEMBER 18: Actor Ryan Phillippe attends the PEOPLE Magazine Awards at The Beverly Hilton Hotel on December 18, 2014 in Beverly Hills, California. (Photo by Steve Granitz/WireImage)
NEW YORK, NY - OCTOBER 06: (EXCLUSIVE COVERAGE) Actor Ryan Phillippe (right) visits 'Sway in the Morning' with Sway Calloway (left) at SiriusXM Studios on October 6, 2014 in New York City. (Photo by Astrid Stawiarz/Getty Images)
SECRETS AND LIES - ABC's 'Secrets and Lies' stars Ryan Phillippe as Ben Crawford. (Photo by Bob D'Amico/ABC via Getty Images)
WAILEA, HI - JUNE 13: Ryan Phillippe arrives to the Maui Film Festival on June 13, 2013 in Wailea, Hawaii. (Photo by Matt Dames/Getty Images for Maui Film Festival)
NEW YORK, NY - JANUARY 31: Ryan Phillippe attends 'Howard Stern's Birthday Bash' presented by SiriusXM, produced by Howard Stern Productions at Hammerstein Ballroom on January 31, 2014 in New York City. (Photo by Theo Wargo/Getty Images for SiriusXM)
WAILEA, HI - JUNE 13: Geoff Clark, Ryan Phillippe and Justin Le Pera attend the 2013 Maui Film Festival At Wailea on June 13, 2013 in Wailea, Hawaii. (Photo by Matt Dames/Getty Images for Maui Film Festival)
LOS ANGELES, CA - MAY 18: Ryan Phillippe and Paulina Slagter are seen on May 18, 2013 in Los Angeles, California. (Photo by GONZALO/Bauer-Griffin/GC Images)
LOS ANGELES, CA - APRIL 18: Actor Ryan Phillippe arrives at the premiere of 'Isolated' at Equinox Sports Club West LA on April 18, 2013 in Los Angeles, California. (Photo by Chelsea Lauren/WireImage)
SANTA BARBARA, CA - JANUARY 30: Ryan Phillippe attends the 28th Santa Barbara Film Festival 'Isolated' premiere held at Lobero Theatre on January 30, 2013 in Santa Barbara, California. (Photo by Tommaso Boddi/WireImage)
MIAMI, FL - JANUARY 28: Ryan Phillippe attends the Bacardi 150th Anniversary celebration on January 28, 2012 in Miami, Florida. (Photo by Alexander Tamargo/Getty Images)
BEIJING, CHINA - MAY 18: (CHINA OUT) American actor Ryan Phillippe poses during BOSS Black 2012 fashion show on May 18, 2012 in Beijing, China. (Photo by ChinaFotoPress/ChinaFotoPress via Getty Images)
NEW YORK, NY - OCTOBER 18: Ryan Phillippe attends SiriusXM's reopening of Studio 54 for 'One Night Only' at Studio 54 on October 18, 2011 in New York City. (Photo by Kevin Mazur/WireImage)
"And then, a couple nights later, I was at the Howard Stern birthday party, and Lena Dunham was at my table, and she asked me if I was upset about it," he said. "I was like, 'What are you talking about? That's the coolest thing.' I'm a big supporter."
You can see Phillippe play a family man who is the suspect in the murder of a little boy in Secrets and Lies airing Sundays on ABC.