Kelly Holmes has always liked to surprise. So when the double Olympic gold medallist decided to have a crack at podcasting, she gave sport a miss and focused on mental health. The result is a compelling 11-part series in which she interviews celebrities about a time they reached their nadir and their route to recovery. Alastair Campbell plays his bagpipes in his bathroom as he discusses his psychotic breakdown, Philip Pullman reads from the 400-year-old The Anatomy of Melancholy and tells her he cried nonstop for months in his 20s and Davina McCall takes Holmes to the gym and talks about the heroin addiction that almost destroyed her.

Despite the bleak subject matter, Holmes brings infectious laughter, empathy and an easy manner to the interviews. She knows when to stay silent as her guests tell their desperately moving stories, occasionally intervening to remind us that she has also had terrible lows. As Campbell describes what it is like to be suicidal, Holmes adds quietly: “I’ve been there, where I look in the mirror and I don’t want to be here.”

Holmes says it was a privilege to listen as people talked so openly. “So often we have a conversation and say how are you, blah blah blah, and it’s all a bit superficial. How many times do you sit down and say: ‘Just tell me about you?’”

I meet Holmes in London 15 years after we last met, just after she won the 800m and 1500m gold medals at the Athens Olympics – a feat still unmatched by any female British runner. At 48, she looks younger than in 2004. “So many people say that!” she grins. Holmes is surprisingly slight – tiny waist, 5ft 3in. In her Olympic heyday, she looked Amazonian. It was illusory, though – just those bulked biceps pumping their way to victory.

For British athletics fans of a certain age, Holmes provided two of our greatest Olympic memories. Not least because she was never expected to win – she was 34 years old, seemingly past her peak, and had been beset by injuries for years. Then there was her own disbelief – her eyes on stalks when she finally realised she had won the 800m in a photo-finish. “You’ve won it, Kelly, yes, you’ve won it. Yes, you’ve won,” screamed the commentator, Steve Cram, every bit as astonished as Holmes was. Five nights later, on 28 August 2004, she won the 1500m. Again, the commentary was fitting. “That is the greatest performance in the history of British distance running,” said Brendan Foster, as an exhausted Holmes lay face down on the track. “Surely we’re going to call her Dame Kelly Holmes after that performance.”

A year after winning double gold, Dame Kelly wrote an autobiography in which she told us exactly what she had been through. Back then, hardly anybody talked about their mental health, let alone admitted to self-harming. Holmes did. And since then, she has done as much as anybody in public life to make mental health part of everyday conversation. “We’re all just people trying to get through life, and life gets tough sometimes,” she says. “Everybody’s aware of people who have struggled. But whether we open our eyes to it is a different matter.”

Holmes today. Photograph: Audible

Holmes grew up on a council estate in Kent. She had a happy childhood, despite a difficult start in life. Her mother, Pam, was only 17 when she gave birth to her. Her father, a Jamaican car mechanic, left before Kelly was one. Pam’s parents worried that she had taken on too much – so young, bringing up a mixed-race baby by herself in the 1970s. They encouraged her to adopt, and Holmes went into children’s homes a couple of times. But Pam was determined not to give away her daughter. She married painter-decorator Mick Holmes when Kelly was four and had two sons with him. Holmes regards Mick as her real father.

She mucked around at school, but made friends easily and is still close to many of them. “I was crap at school. I only went for my friends anyway. When the French teacher is talking French and you don’t understand French, there’s no point in asking me a question, is there?” She talks faster and faster, barely taking a breath. You can imagine what fun the young Holmes must have been – and how hard to shut up.

She was a phenomenally talented young athlete, joining Tonbridge Athletics club at the age of 12 and winning the English Schools 1500m the next year in 1983. She left school at 16, worked in a sweet shop and as a nursing assistant for patients with disabilities before joining the army as a lorry driver. She then became a physical training instructor, and rose to sergeant. Holmes continued to excel in sport – becoming a British Army judo champion, trouncing her rivals in races and running the men’s 1500m at the army championships to give herself a bit of competition. She won a gold medal in the Commonwealth Games in 1994 and silver medals at the European and world championships in 1994 and 1995 while still in the army, but did not dedicate herself fully to athletics until 1997, when increased funding allowed her to go full-time.

And that was when her problems started. She was already 27, and just as she should have been peaking, she got injured or fell ill, time and again – glandular fever, ruptured calf, torn achilles, on it went. “Half of the things you go through as an athlete, you don’t tell people. You know, I had five stomach operations during my athletics career. I had twisted ovaries, really bad gynae problems. Men have no frickin’ idea of what women go through!” There was a seven-year period when she never seemed to be fully fit.

In 2003, just before the world championships, she got injured again. Her body was betraying her, and she’d had enough. She broke down. “I thought: ‘Why me? I’m so committed, so dedicated, why the fuck me?’ I just looked in the mirror and hated myself. I wanted the floor to open up, I wanted to jump in that space, I wanted it to close and I didn’t want to go back out. I was in such a bad way. Then I started cutting myself.” Afterwards, she covered up her cuts with makeup so nobody would know.

How long did she self-harm for? “I don’t know. I was in such a state. I was just so annoyed with my body, so annoyed with everything going wrong. In your head, you’re screaming so loud. That’s what people don’t understand, the scream inside. I was hurting my body because it was really letting me down.”

She never told anybody she was self-harming. She couldn’t – not if she wanted to continue competing. “It was all about positive attitudes, reaching the highest levels, staying focused, not looking like you were a weak athlete, not bringing other people around you down.”

Somehow, she continued competing. Even when she was suicidal, she says, she never lost sight of her dream to win a gold medal at the Olympics. Amazingly, she won two the next year. When I met her in 2004, she couldn’t stop smiling. She told me she slept with her medals by her bedside on the night of her victory. When she woke up, she touched them, kissed them and cried. Most days, she said, she woke up smiling because she had been vindicated.

Winning gold in the 800m at Athens 2004. Photograph: Tom Jenkins/The Guardian

Unlike most athletes, Holmes retired from the sport on a high a year later. But even she struggled with retirement. “When you retire, you go, ‘Who actually am I?’ because all you know is the athlete who wakes up in the morning, knows what’s expected of them. Then you leave.” She says she was lost.

She started the Dame Kelly Holmes Trust to support other athletes who weren’t coping with retirement, encouraging them to mentor disadvantaged young people. “An enormous amount of sportspeople were really struggling with detachment from sport, losing their identity.” Holmes was one of the lucky few, inundated with offers – to write books (five and counting), give motivational talks, make TV documentaries, sit on boards and work with charities (notably Mind).

She is still ferociously competitive. She proudly tells me she has won 25 trophies since retiring. When we met in 2004, she was on the road campaigning to win Sports Personality of the Year, which she duly did. She served as the country’s first national school sport champion for three years when Gordon Brown was prime minister. She reels off the trophies she has won since retiring – for philanthropy, mentoring, charity work.

Today, she says she is horrified at the way the tennis legend Martina Navratilova has been labelled transphobic after saying it is unfair for transgender women to compete in women’s sport. “Martina’s not transphobic. You could never get anybody more liberal and supportive of a group, for God’s sake. We’re just standing up for girls and women who physically have less bone density, muscular structure and lung capacity, and we haven’t got the testosterone.”

She insists she is supportive of “anybody wanting to live their life how they live their life” without being questioned. “You’ve got to start thinking scientifically. What I say is logic. It’s not against anyone, it’s not hatred. I just don’t want to see girls going: ‘What’s the point competing because I’ll get beaten?’”

“Dame Kelly, would you like a drink?” asks her publicist.

“That’s another thing,” Holmes says, the smile returning. “I’m not just a dame now. I’m actually Colonel Dame Kelly now.” A few months ago, she was made an honorary colonel of the Royal Armoured Corps training regiment – the first for a regular unit. She is tickled pink by it. Blimey, I say, you must be the only Colonel Dame in the country? “In the world! I get to wear my pips and crown!” Does she walk around the house with them on? “No! No.” She giggles.

Do people assume that because she’s a dame, she is loaded? “There’s an assumption that anybody in the public eye is well-off. And that’s not the case. But if you think that sport is only about financial gain, you’re not doing it for the right reason.” She says she might have a nice house and car (a Porsche), but she can’t afford to stop working.

After she retired from athletics, her ambition was to buy the derelict sweet shop in Hildenborough, Kent, where she had once worked, and turn it into a cafe. In 2014, Cafe 1809, better known as Kelly’s Caff, opened for business. “I wanted it to be a community hub because I’d lived in the village all my life.” She put her all into it, but it made a loss. Last November, it served its final cup of coffee, and she has now turned the building into an events venue.

At a parkrun celebrating the NHS Photograph: Scott Wishart

In some ways, Holmes has been busier than when she was an elite athlete. Certainly, her work has been more varied. And things were going so well until 2017, when her mother died at the age of 64 from myeloma, a type of blood cancer. Pam was Holmes’s hero, and she talks of her with love and awe. She knows she could so easily have lost her mother more than 40 years earlier. “I was in children’s homes. People came to adopt me one day, but she wouldn’t let them. Now that is a strong person.”

After her mother’s death, she suffered another bout of depression. Holmes was away from home when she died, and had a premonition. “That was the worst moment in my life. I woke up that morning and I just knew something was wrong. I texted my brother and I said: ‘Is everything all right?’” It wasn’t. For the first time in more than a decade, Holmes cut herself. “It was only the once.” But this time, she says, it was different. “I knew that wasn’t going to help me get through this thing. This wasn’t an ‘I hate life’ thing. It’s like somebody having a small relapse with a drink. I was on the floor in a mess, totally blank. I hated it. But you know cutting yourself is not going to bring her back, it’s not going to help the situation.”

Despite her extraordinary candour, Holmes has always kept one thing private – her love life. There were rumours years ago that she was having a relationship with a female runner, but again, she gave nothing away. I ask if she has a partner who helped her through her mother’s death. For the first time, she shuts down. “I’m not answering that.” She laughs. “Assume, guess, say what you want, I don’t care!’” she says, more giddy than defensive. “I don’t have to go around with signs on my head. I’ve had partners like everybody else. Shit partners, good partners.” And still she’s laughing. Has she got a partner at the moment’ “Yes! There we go! She says it’s a good relationship, and that’s all I need to know.

I ask why it is important for her to talk so openly about her own mental health. Well, she says, if people realise she has come through such troughs, maybe they will believe they can. “I’ve been to the lowest point and to the highest point and everything in between.” Similarly, with the public figures featured in her podcast: “It shows we can go through life and have struggles and still actually achieve. If that is empowering for other people that would be really nice.”

As for her future, she is convinced she is yet to find her true purpose. What has she been best at since she stopped running? “Well, I think inspiring and motivating people.” But, she says, that’s not enough. “I need something tangible to go after. I like to see a bit of success.”

She tells me a story about Athens and the row of 10 portable toilets in the stadium. She always had to use the first one before a race. Just before the 1500m final, it was occupied. “They were calling the women’s 1500m. And I was like: ‘Noooooo!’ I knocked on the door and this woman came out. And I went in and there was this little mirror and I saw myself and went: “Come-onnnnnnnnnnn!” Her roar is terrifying. “Then I went out all calm and won my 1500m.”

The reason she is telling me this, she says, is she hasn’t lost that hunger. “I have little moments in life when I have ideas, and I get so excited in myself and and I look into the mirror in my car and I go: ‘Come-onnnnnnnnnnn!’ And it makes me feel great.”

Kelly Holmes’s new podcast, What Do I Do? Mental Health and Me, is out on audible.co.uk on 22 March 2019