"I'm still here! I'm just overwhelmed at the moment and need some space to clear the clutter and redecorate my life. I want to be back into it asap, but I don't want to rush it this time.
"It's too common that many people suffer depression, anxiety, stress, or chronic fatigue but hide it because they feel they will be judged. I feel this.
"I just want to say, a sincere THANK YOU for all of your messages, emails, and gifts. I can't respond to all of them, but I want to. I feel really lucky to have so much support."
Harvey disappeared from her radio show on The Edge last week, and hasn't returned since.
Co-host and husband Dom Harvey told listeners that Jay-Jay was "in one of the toilet cubicles crying at the time".
"Jay-Jay is a sufferer of depression and exhaustion I guess as well. She takes a lot on and she gets to the point where things can get a little bit too much," said Dom, who said there was "a lot of family stuff going on" in their lives.
• 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) If it is an emergency and you feel like you or someone else is at risk, call 111.