The 23-year-old British actress revealed in a podcast interview with Dr. Phil that she has been dealing with mental health issues for years due to criticism on social media about her appearance on the show.
"People used to write 'Sansa gained 10 pounds' or 'Sansa needs to lose 10 pounds,''' Turner said. "I would say, 'I am spotty, I am fat, I am a bad actress,' and I just believed it."
Her self-consciousness even drove her to ask the costume designers on the show to make her corsets tighter. Away from the set, she said she isolated herself from friends and family.
"I would cry and cry and cry over just getting changed and having to put on clothes, and be like, 'I can't do this. I can't go outside. I have nothing that I want to do,'" she said.
Her mental health struggles began when she was a teen and have continued as the show has gotten more popular.
"I've suffered with my depression for five or six years now,'' she said. "The biggest challenge for me is getting out of bed and getting out of the house. Learning to love yourself is the biggest challenge."
Turner, who is engaged to singer Joe Jonas, recalled having dark thoughts as a teen.
"It's weird. I say I wasn't very depressed when I was younger, but I used to think about suicide a lot when I was younger,'' she said. "I don't know why though. Maybe it's just a weird fascination I used to have, but, yeah, I used to think about it.
"I don't think I ever would have gone through with it. I don't know."
With the support of Jonas and regular therapy, Turner believes she is in a better place now.
"I'm on medication, and I love myself now, or more than I used to, I think,'' she said.
Turner seems relaxed now that the final season of "Game of Thrones" has begun. She shared a serene photo of herself sleeping on the set ahead of the season premiere.
She also had some fun last month appearing in the video for "Sucker," the first single in six years from the Jonas Brothers. Turner was joined by Nick's wife, Priyanka Chopra, and Kevin's wife, Danielle Jonas, for a wild time in the glam video.