Now he hopes other athletes will too.
"If you feel that you're struggling, don't be afraid to ask for help," the Vancouver Whitecaps defender said. "There are people that can help you. ... It's a reassuring thing."
O'Brien's battle with depression has come up in recent days as Bell's Let's Talk program, held across Canada on Tuesday, shone a light on mental health issues.
O'Brien, a 33-year-old Harrogate, England, native who has dual English-Irish citizenship, is entering his second MLS season with the Whitecaps after joining the team midway through the 2012 campaign from his hometown Leeds United squad.
He has logged more than 300 games in the English Premier League and nearly 500 games in England in total. In addition to a pair of stints with Leeds United, he has played for English sides Bradford City, Newcastle United, Portsmouth and Bolton Wanderers over a decade and a half. He has also represented Ireland in World Cup play.
His depression led to a public battle with Leeds United management. The club accused him of refusing to play a game in November 2011 and effectively disowned him. But after learning of his problems, Leeds United did an about-face and urged fans to welcome him back.
He sought help from the Sporting Chance clinic, founded by former England captain Tony Adams, who battled alcoholism, and later obtained his release from Leeds United and joined the Whitecaps.
"I can look back on (that time) now and, sort of, have a sense of peace that it was done," he said. "It was dusted and it leads me on to the work that I'm happy to do in terms of supporting people in the same situations — be it footballers or non-footballers, or sports people or non-sports people, anybody."
He believes depression among athletes is more widespread than what has been reported.
"It's bound to be high," O'Brien said of the rate of depression among athletes. "Certainly, within football, you've got loads of circumstances."
One notable case in soccer was German goalkeeper Robert Enke, who suffered from depression and committed suicide in 2009.
The same year, the Whitecaps helped then-defender Wesley Charles seek treatment for depression as he struggled to deal with the death of a child and had on-field confrontations with teammates.
Depression has also hit home in Canada in hockey. The deaths of NHLers Rick Rypien and Wade Belak, who both suffered from depression, have raised more awareness about illness among athletes.
"Certainly, in my time in football, I've seen other people have gambling issues or drinking issues, or have anxieties or have relationship problems or have problems with clubs — with players, fans, whatever it may be — and it would be nice to be able to (help those people)," O'Brien said. "I realize I can't rehabilitate those people.
"There are professional people that can do that. But what I do realize is that I am like the people that have these issues. Therefore, if I'm someone that they feel comfortable with, speaking to, that's great."
O'Brien believes his depression started long before his problem was diagnosed and has "bobbed up and down over the years." He was always "quite sensitive, quite anxious" as a youth, and the commencement of his pro career at age 16 presented some difficult challenges.
"When I look back now, it was very difficult from 16 to 18 to get your head above the rest, to get a professional contract," he said. "It was a very tough upbringing in England.
"You have first-year apprentices and second-year apprentices. You have to do all the jobs and get bullied by the second-years to do all the jobs and things like that. Then you had to try and get into the reserve team to try and get some recognition.
"After that, as a 17-year-old, you were challenging for a first-team placement — senior pros — so then you're a threat to them. So they're not very nice to you, or you're not the most popular person. Then you go to other clubs.
"There was a little less pressure about it, because I came through the youth system. But then when I was bought, there was more expectations on you. Newcastle was a very demanding place.
"And then, on top of that, you've got changes in managers (known as coaches in North American parlance.) I've been subjected myself. A new manager comes in and you're not part of the plans. So as hard as you work, as well as you play sometimes in the reserves or whatever, the way you conduct yourself makes little difference.
"After that, you come to the end of your career. You look back and you sort of think you've spent too much on an investment property and the investment's gone wrong. Can I retire? What have I planned to do after I've finished? So there's potential for pressure and anxiety throughout your career."
He is enjoying the game — and life — more than he has in a long time. He does not take any medication and still keeps in contact with the Sporting Chance.
O'Brien now anticipates that he could play until he is 40. He credits the Sporting Chance, England's Professional Footballers Association, and the Whitecaps for putting him in a better frame of mind.
During a low point, he wondered whether he could get on the pitch and play again.
"But, fortunately, I can look back on it now and be a bit more relaxed and look at it a bit more constructively, because at the time, I didn't really see too much light at the end of the tunnel."
Quiet and reserved most of the time, O'Brien is expected to play a prominent role with the Caps again this season after earning a starting spot shortly after his arrival last year.
"He's always been a fantastic guy in the locker-room," said Whitecaps coach Rennie. "That's just continued and grown even more. I just think that we're very lucky to have him."
Notes: The Whitecaps depart Wednesday for a series of exhibition games against MLS, lower-tier pro and college teams in South Carolina and North Carolina. ... Goalkeeper Joe Cannon, 38, did not take part in practice because he was being rested, said Rennie.