The 32-year-old singer is currently live-streaming her life through the YouTube video 'Witness World Wide'.
During a her session with celebrity psychologist Doctor Siri Sat Nam Singh, Perry opened up about her battle with suicidal the thoughts that left her feeling "ashamed", reported Entertainment Tonight.
"It's hard because I'm ashamed. Because of course, Katy Perry is so strong. But it's hard because I'm ashamed that I would even have those thoughts, you know? That I feel that low or that depressed," Perry said.
Perry, who was crying throughout the intense therapy session, added, "I wrote that song, 'By The Grace of God', because you know, I do believe in something much bigger than me and I call that God for me. And you know, I get to live this wonderful life and I work very hard at it, and I've been given this gift but I know that God has his hand on me.