Windass, 42, who scored the goal that took his home town club Hull into the top flight of English football for the first time in their 104-year history in 2008, also appeared in the Premier League for Bradford City and Middlesbrough.
He played in the Scottish Premier League with Aberdeen and finally ended his professional career, which spanned 19 seasons, in 2010.
Windass, who is the same age as Gary Speed, the Wales manager who comiitted suicide last Novermber, told The People newspaper published on Sunday of his troubles which include the breakup of his 18-year marriage, drinking and financial worries.
"I have cried every day for the last two years since retiring. People outside football think we have it all. But I was in a hole that I honestly didn't know how to get out of," he said. "Just over a week ago I hit rock bottom and decided to end it all.
"I first took an overdose and when that didn't work tried to hang myself. I felt so alone and believed I had nothing to live for.
"I need to sort myself out which is why I'm speaking out now. It's part of me getting better - part of the healing process."
"People have this image of me as this big strong man who can take anything life throws at him. But I'm not ashamed to say I wanted to end it after a string of setbacks."
"I knew I'd been a fool but I couldn't shake off the depression at feeling what a failure I'd become."
Windass said he could not cope after finishing his career and began drinking, often consuming 15 pints of lager and lime. He said his marriage broke up and with little income, estranged from his family and grieving for his father John who had recently died, he decided to kill himself.
"Just days ago, alone and drunk at my home in Hull I swallowed a load of tablets, I think they were painkillers," he said. A former girlfriend turned up and saved him.
He said the following day, he tried to use a bedsheet to hang himself.
"I tied it to a handrail at the top of the stairs but it was too long. I was quite drunk and couldn't get it to work so I got a belt instead. At that point a friend came round so I couldn't go through with it."
He added: "We're not the brightest but you play football all your life. There are hundreds of footballers in the same boat [after retirement]. There is nothing to get up for in the morning."
Windass said that although at the height of his fame he was earning more than half a million pounds a year, most of his money was now gone and he was living on what little savings he had left.
"The Professional Footballers' Association or the governing body need to help us. I have hurt the people closest to me, so I've come out today and admitted I need help, he said."
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