The French defender was a regular in the Premier League last season as Rovers went down but has made just two appearances for Rovers since October.
"'Luckily, I have my wife and two kids," he said in an interview with French sports paper L'Equipe.
"If left alone in Blackburn, I'd have already hanged myself."
"In any event, I'm done for here. I've only played one match plus nine minutes in four months!
"There have been approaches but the club's been asking three or four million euros for me.
"And they told me: "If you go out on loan, you'll have to renounce your final year of contract. That's impossible! What if I get injured?
"Mentally, relegation to the second tier has been very hard to live with - and, even worse, I'm not even playing."
Blackburn manager Michael Appleton was unhappy with the comments even though he believed they were made in jest.
"Regardless if the type of words used were tongue-in-cheek, it was a big misjudgement from his point of view," Appleton told BBC Radio Lancashire.
"I'm sure he didn't mean it to come across in the way it has.
"I've not had a conversation with Gael about it as such yet, because I didn't see the reports until Thursday afternoon.
"I want people to be disappointed if they're not getting enough game time, but the words he used were probably the wrong ones at the wrong time.
"Myself and Gael are in a pretty decent place - we both know where we stand. Whether he's got a future at the football club, obviously time will tell. We'll see what happens in the summer.
"But as far as I'm concerned, I'm happy knowing that he's doing extra work every day and if we need to call on him, I'd be happy to do it."