She added: "I used to think about suicide a lot. I don't know why though maybe it was a weird fascination I used to have, yeah I used to think about it but I don't think I would have ever gone through with it."
However she did add that her mental health struggle led her withdraw from society.
"I had no motivation to do anything or go out," Turner said. "Even with my best friends, I wouldn't want to see them ... I would cry and cry and cry. Just having to change and put on clothes, I said, 'I can't do this. I can't go outside. I have nothing that I want to do'".
She said she started to spend more time with her co-star Maisie Williams, but their relationship soon became "destructive".
"I have a friend, Maisie who was on the show with me, she's just a year younger than me and we were growing up together. She was my best friend, and she was the only one I really told about everything.
"Maisie and I used to do it [stay inside] together. I think being friends with each other was quite destructive because we were going through the same thing. We would get home from set, go to a Tesco, a little supermarket, across the road and just buy food. We'd go back to our room and eat it in bed. We never socialised for a couple of years."
Now, Sophie is feeling much better in herself, and credits her fiancé Joe Jonas with giving her a newfound self love.
"I love myself now, or more than I used to. I'm now with someone that makes me realise, you know, that I do have some redeeming qualities," Turner said.
"I suppose, and when someone tells you they love you every day, it makes you realise why that is, and I think it makes you love yourself a bit more.
"People shouldn't be ashamed of it. So many people are kind of plagued with depression or anxiety or body issues. More people than people realise. If people just opened up to their friends and family, it would be OK. All you have to do is to speak to someone, and you can get the help that you need.
"I actually am still on my break, I took a break off of work to focus on my mental health because I thought it was important."
Where you can get help:
If you are worried about your or someone else's mental health, the best place to get help is your GP or local mental health provider. However, if you or someone else is in danger or endangering others, call 111.
If you need to talk to someone, the following free helplines operate 24/7:
DEPRESSION HELPLINE: 0800 111 757
LIFELINE: 0800 543 354
SAMARITANS: 0800 726 666
YOUTHLINE: 0800 376 633 or text 234
1737 NEED TO TALK? Call or text 1737