The ex-England player has struggled with mental illness, drugs and alcohol addiction for more than 15 years.
Speaking at the premiere of a documentary about his life in London last night he said: "I just pray I don't pick up another drink, I don't want to but I just stay strong for you guys.
"I love the world, I love the people in it and the most important bit, you know, today I love myself."
Gascoigne, affectionately known to fans as Gazza, said he was now "in a good place", just weeks after he won victory in the High Court and was awarded damages for phone hacking by Mirror Group Newspapers.
But he added that he suspected he had been hacked again "a few weeks ago".
"I don't look for perfection, I look for progress," he said.
"I'm in a good place at the moment, I'm happy and I'm enjoying life, may it continue, but sometimes I find it hard when I wake up in the morning and there's lies written about us again."