He also credits Muhammed Ali's daughter Laila with saving him.
Hulk, 56, makes the revelations in his new book My Life Outside the Ring.
He tells how one evening, after downing a lethal cocktail of Xanax and rum, he grabbed a loaded gun and contemplated using it on himself.
Luckily at that point Laila — his co-host on TV show American Gladiators — called and he says their chat stopped him pulling the trigger.
The grappler turned reality TV star recalled: "There were times when I thought that a whole bottle of pills would go down easy. Then I noticed the gun in my hand.
"I was careless with it. I kept my finger pressed right to that trigger and if I moved that finger an inch in the right direction, I would have blown my brains out."
Hulk puts his suicidal thoughts down to the depression he suffered as a result of his break-up with Linda after 23 years of marriage.
He also blamed a car accident involving Nick that got him sent to jail and left his best pal John Graziano — who Hulk considered a second son — brain damaged as another reason for his downward spiral.
After hearing about the incident for the first time yesterday, Laila said: "I do remember working with Hulk on the set of American Gladiators and he was going through a hard time, going through a divorce with his wife.
"I did call him from time to time when we were shooting the show for whatever reason and I did offer him lots of words of inspiration and support."
She put the timing of the call, as Hulk was contemplating ending his life, down to "divine intervention".