Jase Cannon started practicing yoga in 2003, but despite embracing a culture that is all about physical and mental health, she was struggling with gender identity issues and drug addiction.

“Yoga came in, but at the time there was still a lot of darkness,” Cannon, 38, tells PEOPLE. “At the beginning of practicing, there was a period of drug abuse, and in that short period of time I contracted HIV. Even when there were no drugs, there was depression. I was teaching yoga and providing mindfulness and meditation, but for me, I was still struggling.”

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The NYC-based yoga instructor – formerly know as the Bearded Yogi – says she had been struggling with her gender identity her whole life.

“When I came out at age 19, I came out as a gay man, but I remember talking to a friend and saying, ‘I don’t think I’m gay, I think I’m a woman,’ ” she says. “I bought clothes and I dressed up, but it was something that I did in a closed room, not in front of anyone.”

Cannon began dressing in drag, but says, “It was never to be a performer, it was the opportunity to dress as a woman as an expression.”

The fitness expert hesitated to fully transition, because her friends and family were not accepting.

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“What I’ve learned from age three is this isn’t acceptable,” she says. “For me, to wear clothes or nail polish, I was shamed. So I learned to present a self that received the most love, that was approved by others. What was a survival mechanism at one time, was really hurting me ultimately.”

This past year, Cannon decided to return to the ashram in the Bahamas where she first trained to be a yoga teacher, and spent her time there reflecting on who she was and what would make her happy. It was during this trip that she decided to come out as a woman.