The 56-year-old "You Have Killed Me" singer, who previously admitted to suffering from depression, said he has never tried to end his life but he respects those who go through with it, reported Female First.
"Everybody thinks about it. Even people who mistakenly assume they are happy (think about suicide).
"They think of disappearing and having enough, and many people do. Just taking control and saying no more. No more, no more of this silliness... And it's admirable," he said.
"For me, it never gets better. I've had it for many years. I refer to it as the 'black dog'. It doesn't go away. It's usually the very first thing when you wake up, there is no cure, and I think it's part of being a sensitive, open human.
"I don't (take medication), I've been through everything, it's pointless. It's a frame of mind, a state of mind, it's circumstantial," he said.