London (CNN) Three years ago Tyson Fury seemed like he had it all: He was the world heavyweight champion and had a loving wife and children. But inside he was battling his own demons of drugs, alcohol and depression and was ready to drive his convertible Ferrari off a bridge at top speed.

But after forfeiting his treasured world titles in 2016 and receiving a backdated two-year ban from UK Anti-Doping, the boxer — known as the "Gypsy King" -- has staged a remarkable comeback from severe mental health issues.

"If I can come back from it then anybody else can. I'm no special person, just a human being made of blood and bone," said the British boxer ahead of his bout with Tom Schwarz in Las Vegas on Saturday.

Fury won the fight with ease, stopping his opponent in the second round.

The 30-year-old is now using his comeback to spread awareness of dealing with mental health problems and wants his journey to be an inspiration for others suffering in silence.

"It's not what brings you to your knees, it's the character you show that makes you get back up again," he says.

Mental health triggers for elite athletes

Depression and suicidal thoughts are something that many elite athletes suffer, from former professional footballer Clarke Carlisle, who intentionally stepped out in front of a lorry in 2014 , to former England Test batsman Robin Smith, who meticulously planned how he would kill himself following his retirement in 2003.

For over a decade, clinical sport psychologist Andrew Wolanin has researched the prevalence and contributing factors of depression in elite athletes. He's found that injuries and retirement are often cited as triggers when it comes to mental health issues.

In the past, he says, there has been "a lot of assumptions that athletes were perfectly healthy" and didn't suffer from mental health issues, however in reality, athletes were far from immune -- with nearly a quarter of athletes suffering clinically significant depression.

He argues that depression in athletes is significantly underreported because of the stigma attached to it. Many attempt to mask their symptoms so that they aren't prevented from competing.

"They're worried about the consequences of indicating that they are having some issue," Wolanin says, adding that it's something that sticks with athletes well into retirement because of concerns around showing "any weaknesses or issues."

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For Clarke, who played for clubs including Preston, Burnley and Watford in a career spanning 17 years, a bad knee injury was the trigger for his depression -- which was diagnosed years later.

He told CNN Sport last year that when you're injured and can't play it creates "a feeling of worthlessness."

"When you're not able to do something that you do over and over and you're good at doing it -- if you take that away from somebody -- that's a really quick way to get somebody depressed," Wolanin explains.

The World Player's Union FIFPro reported the same thing, after a study in 2015 found a strong correlation between severe injuries and the mental health of professional footballers.

According to the study, players who sustained three or more severe injuries during their career were almost four times more at risk of experiencing mental health problems as those who did not suffer from severe injuries.

Clarke Carlisle while playing for Northampton Town in 2012.

A 'fractured identity' following retirement

For other sports stars, transferring to another club or having to retire can be a trigger -- like it was for Smith, who earned the nicknamed the "Judge" during his cricketing career for his wavy, wig-like hair.

"I was in limbo between my cricket career and the rest of my life and my identity became fractured," he reflects in his new book, "The Judge: More Than Just a Game."

"I had been one of the world's best players, but now I had no identity," he writes. "For 25 years there had been no real difference between cricket and life. They were so intertwined that they depended on each other and became one. Cricket dictated when I got up, when I went to bed, who I slept with, what I ate and where I went."

He says that during his career he had suppressed his identity as "Robin Arnold Smith" to become the "fearless" Judge who appeared before fast bowlers and that when his career was over at 40 years old, he had no idea who he was without it.

"Cricket was more than just a game, it was my life," he writes. "And it was over."

Cricketer Robin Smith batting for England during the 2nd one-day international against Australia in 1993.

Wolanin says once elite athletes retire, some really struggle with the change that comes with it.

"They feel lost and feel like they don't know what to do with themselves or how to feel good about themselves," he says.

Smith turned to heavy drinking and his relationship with his family broke down, which eventually led to him planning how to end his life, to the most minute of details.

"I thought about how I would end my life so often, multiple times every day. I realize now that I'd lost the ability to think rationally, but at the time it was crystal clear in my head," he recalls.

Wolanin says more needs to be done to support athletes and make them feel comfortable about opening up. He says it's about normalizing the conversation and instead of screening an athlete once or twice a year, a more casual space should be set up where they train so that they can pop in briefly whenever they need to.

"It's about trying to show that they can perform better when they get help that they need, rather than trying to hold everything in," he says.

'It never goes away'

In Fury's case, it wasn't retirement or an injury that propelled him into a battle with depression. In fact, in an interview with Rolling Stone in 2016 he alluded that it was fame that was a contributing factor and the negative stereotyping that he received for his traveler heritage.

"I was a lot happier when I wasn't the world champion," he told Rolling Stone. "It's been a witch hunt ever since I won that world title, because of my background, because of who I am and what I do."

Tyson Fury punches Deontay Wilde in the seventh round fighting to a draw during the WBC Heavyweight Championship in December 2018.

"I used to love boxing when I was a kid. It was my life. All the way through it was my life. You finally get to where you need to be and it becomes a big mess. And that's it. I hate boxing now," he said. "I wouldn't even go across the road to watch a world title fight."

It was in that interview that he revealed he had been taking cocaine and drinking alcohol daily.

Despite coming out on the other side, and staging what's been described as one of the most unlikely comebacks in sport, Fury admits he still struggles daily.

"I liken mental health to a famous song The Eagles wrote called 'Hotel California,'" he told CNN Sport.

"There's a verse in that called 'you can check out anytime you want but you can never leave' -- and that's mental health. You can check out and get help any time you want. But if you don't maintain and manage your mental health problems then it'll never go away. It never does go away."

For him, training and keeping fit is his medication.

"I thought it was the boxing that made me Tyson Fury but you know I've realized now it's the training that I need to continue to do throughout about my life, other than just boxing competitively."

Just two years ago Fury complained that he hated boxing, nowadays it's a totally different story. For him, it's no longer about winning, but fighting, because it's what he loves to do.

"I've won everything there is to win in boxing. I've won many awards and many world titles," he says. "Everyone there is to win, actually -- there's not much more I can achieve in boxing."

He says he's not boxing for achievements, at least not anymore. "I'm boxing because I love to do it."

For Fury, all that matters to him nowadays is that he lives a "happy and healthy, mentally well" life.

"I don't think anyone can ask for much more than that."