"I thought, 'What do I have to be depressed about?' I've been so lucky with my upbringing, I had all the things I wanted," the youngest Middleton sibling recalls.
The 32-year-old entrepreneur from Berkshire was catapulted into the limelight when Kate began dating the future King of England, Prince William, back in 2003 -- and James says he was not prepared to handle the scrutiny that came with that fame.
"Suddenly, and very publicly, I was being judged about whether I was a success or a failure," he told Tatler magazine for its August issue. "That does put pressure on you because in my mind I'm doing this irrespective of my family and events that have happened."
Even though Kate and William's passion for mental health and their charity, Heads Together, influenced his decision to go public with his own battle, James is still quite guarded when it comes to speaking publicly about his family.
"I lead a separate life to them," he explained. "If there's an interest in me, great. If there's an interest in me because of them, that's different."
James first opened up about his mental health issues in a January op-ed published by The DailyMail, revealing that he had decided to seek treatment at the end of 2017. In addition to depression, which James characterized as "a cancer of the mind," the youngest Middleton sibling has also suffered from dyslexia and Attention Deficit Disorder.
"[Depression is] what keeps you in bed, while anxiety makes you feel guilty for being there," James told Tatler. "I thought, 'What do I have to be depressed about?' I've been so lucky with my upbringing, I had all the things I wanted. It's not that I wanted more, but there was something that wasn't always there... And the more I ignored it, the more it was taking over."
James said his parents, Carole and Mike, "knew something wasn't right, but I didn't want them anywhere near me. I shut myself off, I didn't communicate with my family at all. But there's only so long you can hold your breath." They were also not initially supportive of James' decision to go public with his illness.
"They were very nervous," he said. "They worried I would be exposing myself over what was a very private thing." But James explained he "did it for ownership."
The entrepreneur said he finally got the help he needed after feeling literally trapped inside his car outside of his office. In a panic, he called his primary physician.
"'The doctor said, 'James, are you okay?' And I said 'No, I'm not,'" he recalled.
"Even saying that was an easing of the pressure. I was saying I wasn't okay, when each day I'd wake up pretending I was,'" he explained. Within an hour, he was referred to a specialist.
Today, James feels "happy," and he believes that can be attributed to his hiatus from work, his therapy sessions and his four dogs: Ella, Luna, Zulu and Mabel. He's also taken soul-searching breaks at Glen Affric, a Scottish estate owned by brother-in-law James Matthews' family, and is dating French-born Alizee Thevenet.
"I am happy -- I feel like James Middleton again," he said. "I feel like I was when I was 13, excited about life. I feel like myself again and I couldn't ask for more."
James' full interview for Tatler's August issue will be available on newsstands and for digital download on June 27.
Got a story or a tip for us? Email TooFab editors at firstname.lastname@example.org.