Rose suffered a serious knee injury in January, 2017 and was ruled out for eight months before returning to the Tottenham Hotspur side and earning a place in England's World Cup squad.
"It's no secret that I've been through a testing time at Tottenham this season," Rose told reporters.
"It led to me seeing a psychologist and I was diagnosed with depression, which nobody knows about."
Rose, 27, said he had not told his parents.
"They are probably going to be really angry reading this, but I've kept it to myself until now," he said.
"It all stemmed from my injury when I was advised I didn't need an operation. I had cortisone and platelet-rich plasma injections trying to be fit for my club.
"I was getting very angry, very easily," he said. "I didn't want to go into football, I didn't want to do my rehab."
Rose has also had to deal with family problems.
"My uncle killed himself in the middle of my rehab and that triggered the depression as well," Rose said.
"Off the field there have been other incidents. Back home in August my mum was racially abused in Doncaster.
"She was very angry and upset about it. Then someone came to the house and nearly shot my brother in the face -- a gun was fired at my house."
Playing for his country has helped Rose to cope with his issues.
"England has been my salvation and I can't thank the manager and the medical staff enough," he said.
(Reporting by Ed Osmond; Editing by Ian Ransom)
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