In a new radio interview about mental health, the Stay Another Day singer tells Labour MP Simon Danczuk he stormed out of a London hospital, determined to end his life.
The 40 year old says, "I could have walked out of that place that night, walked off and jumped off a bridge. Because, I tell you what: I felt like it."
Harvey's brush with death made him realise there's a huge need for new 24-hour centres, where those contemplating suicide can go for help.
He adds, "We need a walk-in centre specifically designed for when, in the middle of the night, someone thinks, 'I am going to hang myself', or, 'I am going to a forest and jump out of a tree with a noose around my neck’, because I have thought of all these things. Desperation takes over."
Harvey tells Danczuk he has suffered from depression for over a decade and particularly struggles at Christmas, especially when he hears his ex-band's festive tune Stay Another Day on the radio and in stores.
He explains, "We sold 18 million records and the frustrating thing for me is that I have to sit there every Christmas and listen to myself while I don’t even have the money for a Christmas dinner. I am sitting here eating a cold chicken burger on Christmas Day... I am just rattling around in a cold house with no food, on my own, with my record being played."