The defender struggled for form during his final campaign with the Reds and explained that he was experiencing personal torment following the deaths of Jota - who passed away last July alongside his brother Andre Silva in a car crash - and his father Hamady in January following a long illness.
Konate told France Inter radio: "There are low points, there's depression. You can suffer from depression in football too; there's no need to be ashamed to say so.
"It's true that I've often heard players say they were suffering from depression and that fans or people on the outside didn't understand because they were earning a lot of money. But no, that's rubbish and you shouldn't say that.
"Depression is personal; it's deep inside you. When you're depressed, it starts in the heart, goes up to the brain and takes over your whole body. For me, that's what's hard, and we need to talk about it."
Konate - who is set to join Real Madrid this summer - explained that the tragic death of Jota had a devastating impact as the Portuguese forward was one of his neighbours on Merseyside.
The French international said: "It devastated me. I didn't have any interest in anything else at that point.
"You go back to football because you have no choice. We're employees at a club that pays us every month, so we have duties.
"We had no choice but to go back on the field and play for him and his family – as well as ourselves. There's no way of getting over it, but you learn to live with it."