The 47-year-old athlete has revealed that at her lowest point she no longer wanted to live and now says she is on a mission to help others use fitness to improve their mental health.

Double Olympic gold medallist Dame Kelly is one of the most celebrated sportswomen in history.

Speaking about the toughest point in her life, she said: “I didn’t want to be here. I had a lot of ups and downs, like a lot of sports people. Sometimes you wonder whether you’re going to ever achieve this dream.

"But having that dream keeps you going.

“It’s quite lonely in sport, even though you’ve got a team around you. No one knows what’s really going on in your head or thinking of how you deal with things and cope. It gets on top of you.

“I think there are a lot of people now coming out talking about their own journeys, be it in business, sport or music.”

Speaking about self-harm, she said: “I would use scissors. The biggest impact is you don’t realise you’re in such a bad way because you can’t see the end of the road, you can’t see the light, you can’t explain unless you’ve dealt with it. It’s not a nice thing to explain.

“You’re not in a good place, you fear and think in a really negative way. You can’t see a way out and it’s a horrible place to be in.

“Our bodies are made of amazing things. Our brain, in particular, is a magical, wonderful tool. But if something goes wrong you can get seriously derailed.

“When someone has any form of depression, self-harm, eating disorders, alcoholism, drugs – all these things, it’s hurting.

“You’ve got an issue to deal with – a personal issue which impacts your life that you can’t compare to anyone else.” She has called for more help for young people with mental health issues and criticised the over-prescribing of anti-depressants and the effects they have on the body.

“I think there needs to be a lot more intervention. I think the problem is you can’t wait until something happens for the worse and then try to cure it. Too many young people are given antidepressants but all they do is mess with your head,” she said.

“There needs to be more support groups and interventions at schools. Young people have pressures on academic achievement and we need to do more about welfare so people feel better about themselves.”

Dame Kelly was raised by her mother on a council estate in Kent. She struggled at school and has told how she felt she was no good at anything.

It was her PE teacher who spotted her talent for running and encouraged her to believe in herself.

Kelly says this was the turning point. After serving as a sergeant in the British Army, she devoted herself to athletics full-time in 1997, turning in a double gold medal-winning performance at the 2004 Athens Olympics.

She finished her career with 12 major championship medals. She has set up the Dame Kelly Holmes Trust, a charity helping vulnerable people and youngsters.

She is now planning to extend her work by using fitness to boost mental health. “Next year I want to do work relating to how you motivate people not just to get fit, but feel better – how you use fitness as a way of feeling good.

“It’s going to be all about running, mindset, mental health, and getting people to be better than they feel they can be.”

Talking about the lessons she has learnt in life, Dame Kelly said: “If one thing comes to an end it doesn’t mean it’s the end of you.

“You have to rebrand yourself, reassess your goals. It’s how you can redevelop yourself using the skills you’ve attained.”