The prince said he "buried his head in the sand" for several years and almost came to a complete break down on numerous occasions.
In a podcast interview, he said counselling and boxing helped him deal with the grief and anger he felt.
He described himself as now being "in a good place".
Debbie Harvie is the executive director of Mercy UK, which helps people struggling with life-controlling issues like anxiety and depression.
She told Premier people have become more open about mental health struggles over the years, but Prince Harry giving insight into his healing process is paramount to how people will continue approach topic.
She said: "What we're beginning to see is a shift in what has previously been a stigma, but is actually beginning to change.
"The tide is turning and is becoming much more open. I know a number of people who are actively engaging in therapy of some form, just to keep their life growing and dealing with issues form the past, without it carrying the stigma that it used to a number of years ago.
"I still think it's an incredibly brave and an admirable thing to do and I think it's going to make such a difference in the lives of many people to hear him be so open about it".
In addition to working with young women dealing with mental health issues, Mercy UK trains pastoral teams to support people in challenging situations and also helps pastors who are struggling.
Harvie tells Premier it's important for the church to foster an environment that makes it okay to talk about mental health.
"When we start to shift that taboo and not be afraid of people voicing questions and challenges in their own faith I think it's going to start a dialogue in churches that's really going to make mental health something we can talk about in the church as well as in society."