"Some days are better than others," Osbourne said. "And some days you feel like you just want to pull the sheets over your head and just stay in that bed and not do a damn thing -- except rot."
In a clip posted on the show's site, co-host Aisha Tyler said she is proud of Brady and others for coming out and revealing their depression, saying she believed it would start a conversation and to get rid of the stigma that the disorder brings with it.
"If you have the bravery, if you can do it, it's important to speak up," she said. "So many people suffer in silence and they feel alone."
When Tyler asked Osbourne why she has never talked about her depression, she responded, "Nobody's ever asked!"