The actress, who had been due to take the title role in the Royal Court theatre's production of Penelope Skinner's play Linda last year, said she withdrew on the advice of doctors and for the sake of her sanity, reported The Guardian.
"I didn't understand the debilitating consequence of having no sleep. It becomes a tsunami. I was in a void," Cattrall said.
"I didn't want to let down the audience, the theatre, playwright or the actors. Letting go of all that was the hardest part but I realised the work that I really needed to do was more important than the play - it was work or my sanity," she said.
"It's like putting on a pair of sneakers and going into your past to get a new perspective. And I was gentle with myself. So last Christmas wasn't about friends and relations; it was a monastic experience of trying to delve.