'It's confusing and it makes you feel quite lost within yourself. It wasn't a slow and gentle descent into depression. Something totally switches in your mind. I'm still trying to work out what's wrong with me now.'
Her decision to speak now seems unusually courageous. 'I just thought someone with even the smallest amount of influence needs to grow some b******s, come forward and say something,' she says.
'Depression is nothing to be ashamed of, it affects an awful amount of people and yet there is still this ugly, shaming, misunderstood stigma around it. With depression you can have everything in the world and nothing. It affects people of all walks of life.
'When it takes hold for a couple of days it wipes you out. There have been occasions where I have been unable to get out of bed, unable to shower and to eat. You exist in this gloomy shell of a person. But you learn how to deal with it.'
At a cost, perhaps. Following the death of her mother in September 2000, Fifi drank to excess and dabbled in drugs before comfort eating propelled her to a dress size 20. Suicidal thoughts followed.
Yet today, some measure of happiness - and perspective - has returned. And now she is determined to help others who feel the same way to speak out, rather than feel pressured into suffering alone. 'It's the silent killer,' she says.
'People don't really talk about it. Everyone has the ability to kill themselves. Anything can happen to you, it just takes one instance to flip you into the wrong state of mind.
'I have thought about but never attempted suicide. I wouldn't. I'm aware, even in the pit of my depression, there are people that would hurt. And quite frankly there's been enough death in our family. It's not something I would do to them.'
The suicide last month of the actor Robin Williams was the catalyst that finally persuaded Fifi to raise the subject in public. The actor had fought depression before taking his life and, devastated by the news, Fifi decided to speak about her own state of mind on Instagram.
The response was overwhelming. One person from Japan even sent her flowers to say thank you for making her feel less alone. However, not all of the responses she received were so positive.
'Several people wrote, "What the hell have you got to be sad about?",' she recalls, getting angry. 'They hear "Geldof", they think "gilded lily", but we're just a normal family.' Well, up to a point - though Fifi does indeed have a great deal to sadden her. In April, her younger sister Peaches, 25, was found dead following a heroin overdose at the Kent home she shared with her musician husband, Tom Cohen and their children Astala, two, and 16-month-old Phaedra.
Not, she insists, that her longer-term condition is a result of her sister's death. 'I'm not going to link depression back to Peaches,' Fifi says firmly. 'It's nothing to do with Peaches. I can't, in all honesty, attribute my sadness about my sister's death to depression. I think that's a natural reaction to losing a family member.'
The sisters, Fifi says, were very close, especially over the last couple of years after Peaches had children. 'I did talk to her about depression. She knew more than anyone else in the family. Peaches and I were quite similar, mostly in our feelings about stuff that went on that we bonded over. She loved books and reading. We were both quite cynical in our outlook of the world.
'Peaches's death is like a piece of me that has been taken. A piece of my heart and my soul has gone. She was my baby sister. She will always be my baby sister. Often I'll sit and have a chat with her, tell her what went on that day. I go to our local church and light a candle for her.'
Fifi says her own depression began with her parents' acrimonious split in 1994 after Paula left Bob for INXS singer Michael Hutchence.
Geldof, now 62, has been open about the 'universes of grief' and despair he suffered in the aftermath of the split. He also considered suicide. 'Their break-up was pretty horrendous,' Fifi says. 'I was at that difficult pre-teen age when kids are supposed to be surly and difficult. That coupled with the circumstance was like a perfect storm.'
Dad doesn't know. I wouldn't talk to him about it now. I don't have that relationship with my family
At the time, Fifi, Peaches and younger sister Pixie had several court-ordered sessions with a therapist. 'He diagnosed me with clinical depression,' Fifi says. 'I didn't say a word for the first three sessions. I just sat there staring at him.
'As a child you feel very put on the spot. To him I was just another person on his couch. He didn't know me. He was going through a tick box. You have to have five or more symptoms for X amount of time. I find that ridiculous and think it definitely needs to change. There's nowhere near enough money in mental health sectors in the NHS.'
Yet the diagnosis, as she now accepts, was correct.
Why has she never spoken about such an important thing with her father? She is vehemently self reliant and remains private even, it seems, from those she loves the most.
'I kept it to myself. I always have done,' she says quietly. 'I never expressly told my parents. Dad doesn't know. I wouldn't talk to him about it now. I don't have that relationship with my family. I lean on my friends a lot more. We are a close family, but I have a different relationship with them than my friends.
'I'm very lucky to have a core group of friends who I can call and say, "I'm having a bad day" and they're there. On those days I tend to just go and sit, mostly with my best friend Scott. He's someone I can sit in silence with or rant and cry at. I'd be completely lost without him.
'I didn't want to tell anyone because I didn't understand it myself. I'm still like that now. I don't wish I had told them [her family], I don't think it would have made any difference to how I felt. You can't share the burden of depression.'
Despite her clinical diagnosis, Fifi has never taken medication. 'I never took anything for it, other than booze,' she says. 'Then I discovered that booze really doesn't help. I've never taken antidepressants but who am I to say no one else should? People should try and treat their depression however they deem fit. Some people won't want to get to the bottom of it.
'Quite frankly, there is no bottom of it. Depression just exists. It doesn't have to be for a reason. I don't believe it's something that will ever be cured. It'll lie dormant at times, but I'll always have it. You learn how to deal with it. You slap your mask on - you have to.
Me and my mother had a tempestuous relationship to say the least We were not close [when she died]
'That mask is not just for other people, it's for yourself as well. It becomes a protective barrier and something you can use to convince yourself you can get through whatever it is you need to get through.'
Inevitably, the mask slipped when her mother died. At the time it was reported that Fifi had tried to help Paula through her despair when, in 1997, Hutchence was found dead in an apparent suicide in his hotel room. In fact, she says: 'We were not close [at the time of her death]. I couldn't say whether she suffered [depression] or not. I wouldn't know. We had a tempestuous relationship to say the least. I don't think I knew her that well. If the situation that was going on then - I won't elaborate on it - was going on today then the not talking would happen all over again. I don't regret it and I still don't.
'We were talking a little bit. It was strained. Realistically, anyone whose partner dies is going to be depressed. It's as simple as that. She lost someone who she loved and that's going to affect anyone negatively. I think that is one of the catalysts for spinning someone into a deep depression. I do believe it is partially genetic. If you're destined to get it there's nothing you can do to stop it. It's like a tidal wave.'
After her mother died, Fifi went into freefall. 'It was very, very hard for a long time. I got through my A-levels and absolutely lost my s*** for about a year. There was a lot of drinking and drug-taking. I was a silly, hurt, stupid, reckless teenager.
'I do believe if I hadn't met my ex-boyfriend at 19 or 20 then I would be dead by now.' It was around this period that she hit the headlines for the first and only time, with reports that she had been found by police slumped on a London pavement, 'drunk and incapable' after a night out. It provided the jolt of reality she needed.
'I think it was pretty much two years to the day since mum's death. I went out on a massive bender,' Fifi recalls. 'I went to the Hard Rock Café and probably drank about 20 Long Island iced teas [cocktails].
'I was with a friend. It was the day before a Mardi Gras march and the police were checking routes. That's when they found us. Two girls passed out in a pool of their own vomit. There was no arrest. I was put into the cells overnight to sober up. They didn't call my dad. We've never talked about it.'
She adds: 'When the depression kicked in the second time around after Mum died, if I wasn't drinking I was comfort eating. At my biggest I was a size 20. I've gone down to a size 10-12 now after losing half my body weight in just a year.'
Fifi says that, despite this year's tragic loss of Peaches, her depression has been manageable. And while she still misses her mother, her death doesn't affect her moods now. '[Her death] still sucks,' she says. 'Grieving is very personal but it's been 14 years in September.'
She is, she says, just a 'normal' girl with a 'normal' depression, who has to go out to work like anyone else.
'I need to do my job,' she says. 'There is no gilded lily. Dad was brought up to earn his own money and he's instilled that in us. I don't want to be some spoilt little daddy's princess. I'm very lucky to be mortgage-free at 31, but I bought my own flat. Dad is there for me financially if I need it. I get a birthday cheque from him every year but other than that I don't get anything.'
In recent months Fifi has resumed her role as the family carer - for younger sisters Pixie, 23, Tiger-Lily, 18, and of course her father.
'As the oldest I feel a certain sense of responsibility, especially towards my family. Mum's gone, Peaches has now gone: there are people more important to me than myself to take care of. Dad has been wonderful with us, but with the whole Peaches thing, I know he is not able to take care of himself entirely at the moment. And because of that he can't take care of us so I need to step up and take care of him, take care of them and just make sure it's all smooth and as hurt-free as it can be at the moment.'
She doesn't seem depressed but then her mask is tacked on firmly. When asked what advice she would give to her 11-year-old self, her eyes glisten with tears. What she describes as her 'black sheep' is never far away.
'Speak out to whoever you feel able to,' she says. 'Don't keep it in, don't ignore it; it doesn't help.
'Put your mask on when you feel you need to but when you're in a safe space then talk or cry or sit or just be with people who you feel able to be yourself with whatever yourself of that day is.
She adds: 'You will wake up one morning and feel not quite as bad.'
- The Mail On Sunday
Where to get help:
• Lifeline: 0800 543 354 (available 24/7)
• Suicide Crisis Helpline: 0508 828 865 (0508 TAUTOKO) (available 24/7)
• Youth services: (06) 3555 906
• Youthline: 0800 376 633
• Kidsline: 0800 543 754 (4pm to 6pm weekdays)
• Whatsup: 0800 942 8787 (1pm to 11pm)
• Depression helpline: 0800 111 757 (available 24/7)
• Rainbow Youth: (09) 376 4155
• CASPER Suicide Prevention
If it is an emergency and you feel like you or someone else is at risk, call 111.