Bracco's Celebrity Romances, Depression and 'Sopranos' Therapy

June 2, 2006 — -- Dr. Melfi may have all the answers when she's counseling Tony Soprano on the hit HBO series "The Sopranos," but actress Lorraine Bracco admits she was actually depressed when she debuted in the role of the tough-talking therapist.

Watch Deborah Roberts' full report Friday on "20/20" at 10 p.m. ET

Bracco, 51, told "20/20" she needed her own shrink after years of great success, disastrous romances and near financial ruin.

"I was a loser," she said. "A big fat loser!"

Not exactly what you'd expect to hear from someone who became a movie star playing gutsy, in-your-face women.

She writes about her tumultuous life in her new book, "On the Couch," detailing how her career began as a fantasy at age 18 when the Brooklyn beauty became a fashion model in Paris.

Her fairy tale took a turn at 23 when she fell for a charming hair salon owner, Daniel Guerard, and discovered she was pregnant.

"Basically, he said, 'Well, what do you want to do?' And I said, 'Well, where I come from you get married and you have the child.' And he very happily said, 'OK. Let's do it," Bracco said.

As a young mom, Bracco's life would soon change.

After her daughter Margaux was born in 1979, it was clear that the marriage was a mistake, and it ended.

Several years later, she met actor Harvey Keitel. "He was very intense," Bracco said. "I was seduced."

Within months they were living together in New York. They never married, but in 1985 their daughter, Stella, was born.

Two years later Keitel helped Bracco land a starring role opposite Tom Berenger in the movie "Someone to Watch Over Me."

But as her career grew, she says her relationship with the often moody Keitel began to unravel. He would disappear for days at a time, and she says she learned his old drug habit had returned.

"I begged, I pleaded. He promised, he cried. It would be over, it would be over … and there were months where it was fine," Bracco said.