"Every Sunday, I’m absolutely suicidal," said the 31-year-old.
Here is the interview with Fury in full (warning: contains language NSFW):
It's not the first time Fury has spoken about the topic of suicide.
In 2018, he told the Joe Rogan Podcast that after struggling with drugs and alcohol following the fight with Klitschko, he drove his Ferrari at 190 mph towards a bridge before eventually pulling over the vehicle.
The pair are poised to go head-to-head for a second time February 22, with their first fight ending in a draw.