He said: "I was a lot happier when I wasn't the world champion because people wasn't giving me as much s***. People wasn't wanting me to do all these bad things so much. Listen I've been pushed to the brink. I can't take no more. I'm in a hospital at the moment. I'm seeing psychiatrists. Everything.
"They say I've got a version of bipolar. I'm a manic depressive. All from what they've done to me. All this s*** through boxing, through taking titles, through writing me off. I beat the best man but I'm still s***.
"I used to love boxing when I was a kid. It was my life. All the way through it was my life. You finally get to where you need to be and it becomes a big mess. And that's it. I hate boxing now. I wouldn't even go across the road to watch a world title fight. That's what it's done to me.
"I don't even want to wake up. I hope I die every day. And that's a bad thing to say when I've got three children and a lovely wife isn't it? But I don't want to live anymore. And if I could take me own life - and I wasn't a Christian - I'd take it in a second. I just hope someone kills me before I kill me self. I'll have to spend eternity in hell.
"I'm in a very bad place at the moment. I don't know whether I'm coming or going. I don't know what's going to happen to me. I don't know if I'm going to see the year out to be honest."
When asked about cocaine use, he said: "I've done a lot of things in my life. I've done lots of cocaine. Lots of it. Why shouldn't I take cocaine? It's my life isn't it? I can do what I want. Yeah, I have done cocaine.
"Plenty of people have done cocaine as well. What the f*** has that got to do with anything? That ain't a performance enhancing drug. Am I not allowed to have a life now as well? Do they want to take my personal life off me too?
"I've not been in a gym for months. I've not been training. I've been going through depression. I just don't want to live anymore, if you know what I'm saying. I've had total enough of it. They've forced me to the breaking edge. Never mind cocaine. I just didn't care. I don't want to live anymore.
"So cocaine is a little minor thing compared to not wanting to live anymore.
"I never took other drugs, ever, in me life. I only started to take cocaine in the last few months."
Fury added that he has not taken cocaine since October 1.
The fighter is set to face a probe from the UK Anti-doping Agency after a sample from 2015 - nine months before he beat Klitschko - is said to have contained traces of the banned substance nandrolone.
Fury is adamant he has never taken performance-enhancing drugs. He said: "I have never ever taken a drug to help me boxing in my life. Never took a performance enhancing drug ever. Never even took an aspirin for a cold. I'm a natural. The only person that can beat me is me."
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