In a candid new interview with The Huffington Post, the rocker recalls his first panic attack and admits he thought he was dying.
He says, "You don't really know what's happening in your body or mind. The first time, I was really dissociated and I felt like I didn't exist - some of the most terrifying moments of my entire life.
"It was such trauma to go through, but then, beyond having those experiences, which a lot of us have, I was so ashamed of it. I didn't know what was happening, so I didn't talk about it."
But now he's open to sharing his own and hearing about others' struggles, because the conversations make him feel "way less scared".
He adds, "It's like the idea of if I'm alone on a plane and I have a feeling it's going to crash, I get a really sick feeling. But if I'm on a plane with my whole family and everyone I love and I'm worried it's going to crash, I'm just sort of more interested (in) what happens at death. I'm not as sick about it because I'm not alone.
"And that's exactly how I feel about depression and anxiety. It's so manageable if you know you're not alone in it, and it's completely not manageable if you are alone in it. I think talking about it is just the most important thing. It's important for other people to hear. It's important for the people going through it to talk about it."
Antonoff also opens up about his anxiety issues in new webseries Thank You And Sorry, a part-documentary, part-comedy programme featuring stars such as Olivia Wilde, Rosie Perez and Colin Quinn.