The 27-year-old rugby player went through a tough time in 2010 following his break-up with Kelly and a combination of the split, getting injured and being dropped by the English rugby team following a dispute with the coaching staff left him depressed.
He told The Sun newspaper: ''Going through a break-up and people always talking about your relationship while it is affecting your sport can cause a lot of issues.
''After that I had depression for nine months. It's cool as I've now learnt everyone's got their family issues, whatever they might be.
''It wasn't a great time and I had to see somebody to get help. It's part of growing up, and going through that in the spotlight is tough.''
Danny and Kelly - who he calls his ''only serious girlfriend'' - first met when he was just 20 and he went on to have an on/off relationship with the model-turned-actress who is eight years older than him.
He said: ''Perhaps I was too young when we met. She was older, but you learn lessons.
''I met her when I just turned 20. We just bumped into each other in a car park and started talking and obviously she's a beautiful woman. I was hoping the second time we went out it would work itself out. It didn't but we thought it would be better because we had a couple of years apart and time to sort things out.''
Danny also had a fling with Katie Price in 2011 but insists it wasn't serious and he was surprised when she wrote about him in her autobiography.
She mocked his manhood by calling him ''Danny Chipolata'' after reportedly catching him in bed with another woman.
He said: ''When I was younger she was that pin-up - the hot girl of the moment. When I met her she seemed really nice and we hung out for a couple of weeks with a group of friends.
''She was cool, but it wasn't anything major and then it was written about in her books later on. I have no ill feeling towards that and it's just how it is. At the time, it was frustrating.''
Another famous woman he was linked to is Lindsay Lohan and Danny said: ''I met Lindsay in LA and we have been friends for a long time. She's obviously been through a lot of bad things but she's a really sweet girl.''
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