The 46-year-old rock star was involved in an on/off relationship with the 27-year-old actress between 2007 and 2010, and Marilyn has revealed their separation led him to spiral into depression and to distance himself from friends.
He admitted: ''I became a recluse. It started to snowball into getting lost.
''I had the windows blacked out, it was freezing cold, and you could never tell whether it was night or day.
''The backyard was a parking lot for a liquor store, where hobos slept. It was a haunted house - haunted by behaviour.''
The 'Tainted Love' hitmaker credits a change in his lifestyle with helping to turn his life around, acknowledging that a lack of sleep was threatening to drive him ''insane''.
The controversial star, whose real name is Brian Hugh Warner, told the Daily Mirror newspaper: ''I used to go to bed at 6am, now I get up at 6am.
''I used to believe that 3am was my peak hour creatively, because the wheels were going. But it becomes something that can drive you insane because you can't sleep.''
Marilyn also admitted his decision to stop drinking absinthe marked another turning point in his life.
He recalled: ''The absinthe I was drinking had wormwood, which not only Biblically was what God sent down to poison all the sinners, it affects your temporal lobe.
''It can convince you that you're not schizophrenic ... or that you are.''
American Thighs was released on this day in 1994.