Last year, Ross resigned from the National Party after an independent investigation concluded it was most likely he who leaked the travel expenses of National Leader Simon Bridges to the media. Ross denies he was the leaker.
He was admitted to the mental health unit at Middlemore Hospital at the end of October after a late-night incident and discharged three days later.
In the podcast, Ross said when he came out of hospital it took him weeks before he went back to his electorate.
"I couldn't even go to the supermarket in Botany because I felt the shame of everything that was being said about me."
He said it was important that mental illness was destigmatised.
The podcast is, in part, funded by the Parliamentary Service and includes the cost of staff involved in research and editing.
Clarkson volunteered to be on the podcast and was not paid to be on.
The interview is part of a podcast series Ross launched to use his personal experiences as a way of helping other people and raising awareness.
In Question Time today, Ross questioned Prime Minister Jacinda as to why New Zealanders were still waiting for the Government's response to the inquiry into mental health and addiction.
Where to get help:
• Lifeline: 0800 543 354 (available 24/7)
• Suicide Crisis Helpline: 0508 828 865 (0508 TAUTOKO) (available 24/7)
• Youthline: 0800 376 633
• Kidsline: 0800 543 754 (available 24/7)
• Whatsup: 0800 942 8787 (1pm to 11pm)
• Depression helpline: 0800 111 757 (available 24/7)
• Rainbow Youth: (09) 376 4155
• Samaritans: 0800 726 666
If it is an emergency and you feel like you or someone else is at risk, call 111.