"I want to show people it's OK to feel that way and that it's OK to use medication," she said in an interview with the BBC.
I'm excited about skating; I'm excited about life. I'm not scared any more.
Last week, Christie used social media to announce she had taken antidepressants for two years but had now stopped the medication.
"It was quite debilitating," she said. "I was in bed a lot. I was struggling to keep up with normal life. I couldn't get things done.
"I hit a massive low when I got injured in [the last] Olympic season and I just ended up broken."
During the 2018 Winter Games in Pyeongchang, Christie fell in the 500m final and 1500m semi-finals, and had to race despite an injured ankle before being disqualified in the 1,000m heats.
She also revealed that following the Games she separated from her boyfriend, the Hungarian skater Shaolin Sandor Liu.
In the 2014 Games, she was disqualified three times during competition.
"At my lowest moment I did self-harm - not badly, but I was still doing it because I didn't know how to cope without it," said Christie.
"After everything that had happened - and I was on my own - I just couldn't deal with how I felt any more.
"Because you have a physical pain, I guess it just takes away the emotional pain. I would never have shared that, I wouldn't have wanted anyone to know.
"And that's the point: you can get to these points and you can get out of it - because I have."
Christie acknowledged that there is a stigma around using medication for mental health, and admitted she felt the same.
"People were saying how strong I was the way I handled both Olympics - but I actually wasn't coping and I didn't want to admit that because of how people perceived me," she said.
"Some people feel weak to admit it. But depression is an illness, not just sadness, and I want people to think it is OK to speak about it."