Ms Gillard, who took over as chair of the charity beyondblue on Monday, said her years in Canberra were marked by "times of very high stress and pressure".
"I had to think carefully about my own mental health," she told Channel 7.
"You could look at social media and see some dreadful things about yourself and I made some very conscious decisions about how much of that I was going to lock out of my head, rather than let it get in a really profoundly affect me."
Ms Gillard was ousted as prime minister by Kevin Rudd in 2013, capping off a tumultuous period in Australian politics which saw bitter infighting divide the Labor government.
As Australia’s first and only female prime minister, she faced , including threats of violence and rape.
Her frank remarks about her own mental health battles come as she replaces former Victorian Premier Jeff Kennett at the helm of beyondblue.
Ms Gillard said there was still a long way to go to address the stigma surrounding depression and anxiety, conditions which affect an estimated three million Australians.
"Together we can save and improve lives if we change how we talk, think and act on mental health and suicidality," she said in a statement.
Preventing suicide will be a key focus for the organisation in the coming years, Ms Gillard has said.
About 3,000 Australians die by suicide every year, an average of eight people a day, according to beyondblue.
Readers seeking support and information about suicide prevention can contact Lifeline on 13 11 14
