"You think you're prepared," he told The Daily Telegraph. "But it just leaves a gaping hole in your life.
"It tests you mentally. I was diagnosed with depression in my early thirties at Newcastle. I spoke to good people.
"I had a mild case. Not being in the side, it got on top of me. I was in a bad place for a while.
"That experience undoubtedly helped me, because I could feel myself slipping back into that dark hole, where life feels as though it is closing in on you. I think that prevented it happening again.
"A lot of players aren't so lucky. I was in a position to do the necessary things to stop it engulfing me, but there was a gaping chasm in my life and I needed to fill it."
The move to Sunderland has helped fill that void but Harper knows it could again become an issue when he hangs up his gloves - a time when he hopes the Professional Footballers' Association will do more for players like him.
"I was at a dinner recently and the PFA had a table there," Harper said. "As a former PFA representative, I tore into them.
"I said: 'You do a lot of fantastic work for players when they are playing, but too many people of my age, or a year or two older, are either getting divorced, going bankrupt or struggling with depression.'
"They have been in touch with me since and told me about the courses they do, but I was PFA rep and if I don't know about them, more needs to be done to support players in that transition."