And the Frenchman said he was "reassured" by reading books by Jonny Wilkinson and Rafael Nadal, who had both been through similar experiences.
Cabaye told L'Equipe: "I was reassured by reading the books of Jonny Wilkinson and Rafael Nadal, who both talked about the same thing. They talked about post-competition depression and the need to have a break."
Cabaye joined the Magpies in 2011 and ended his impressive first season by joining up with his national squad for Euro 2012, but the non-stop season took its toll.
Cabaye said that only a groin injury which sidelined him for much of the current campaign gave him time to recuperate and recover from his illness.
Cabaye added: 'Depression? I am not afraid to say that. It was that. I started with Newcastle in June 2012 and for the very first time, I didn't have any winter break so then to resume in July 2012, it was very difficult.
"Maybe it is difficult to start again after a big competition such as the Euros, but my body didn't allow me to do what I wanted to do."
Cabaye explained how his groin injury and resulting surgery allowed him to go home to Lille and spend time with friends. It was that overdue period away from the game that helped nurse him back to full health.
Cabaye said: "Physically I feel perfectly fine now and I am keen to fight for the club. I want to give twice as much to save the club from the drop. I want to prove to the fans that they can trust me and I can defend the Newcastle colours.
"Now that episode is over, I have much more fun going to daily training sessions. I realise how lucky I am."