The new 'Football Focus' host was "in a really dark place" and things only got better once she decided to "tell everyone" about the online abuse she was "experiencing".
Speaking to Women’s Health UK October issue, the 36-year-old former England footballer said: "I was in a really dark place … I was lonely.
"I’d go home and it felt like I was all on my own.
"[I’d think], I’ve got no one to talk to, no one knows what I’m experiencing or going through.
"Until, eventually, the only thing I could do was tell everyone.
"That was my, ‘I can’t take it any more, I need to tell you all what I’m going through’ moment.”
And she says playing sport taught her to deal with criticism but it was nothing like the trolling she's since experienced as a pundit.
She added: “Being an athlete, you’re used to criticism, and I could always take that as a footballer in terms of: ‘I don’t think you had a good game.’
"But trolling – it’s not related to what I can improve.
"I went from being on screen doing a job I love to thinking, 'I know what’s going to happen as soon as I step off this chair.’”
Alex decided to have therapy to help her cope with her increased fame the online criticism and it's one of the best decisions she's ever made in her life.
She said: “Going to therapy was absolutely the most enlightening thing I’ve ever done in my life. I love it. I will never stop.”
As she approaches her 37th birthday and is yet to become a mother, Alex says freezing her eggs is something she's contemplating.
She said: “It’s still something I go back and forth with. Sometimes, my friends put pressure on me, ‘Alex, you’re not getting any younger, you need to do this.’
"But right now, I’m loving life – so why add pressure on myself because other people are saying it’s time now to freeze your eggs?”