The singer was talking to Rolling Stone in a new interview about his life and career when he made the admission about struggling with his mental health.
After the deaths of Edwards and Warne in 2022, Sheeran said he "felt like he didn't want to live anymore".
He added: “I have had that throughout my life. You’re under the waves drowning. You’re just sort of in this thing. And you can’t get out of it.”
Sheeran also revealed that he had begun seeing a therapist and addressed the stigma of that: “No one really talks about their feelings where I come from. People think it’s weird getting a therapist in England. I think it’s very helpful to be able to speak with someone and just vent and not feel guilty about venting.
"Obviously, like, I’ve lived a very privileged life. So my friends would always look at me like: ‘Oh, it’s not that bad.’"
The pop star also said that Edwards' death had caused him to give up drugs and alcohol, two things that contributed to the entrepreneurs death at 31. In the interview, Sheeran also admitted to having a problem with drink, drugs and food, calling himself a binge eater.
Edwards died in February 2022 from a heart attack caused by cocaine and alcohol and Sheeran has referred to him as his "best friend". Since Edwards' death, Sheeran has paid tribute to him on multiple occasions.
Warne died the following month and was known to be a good friend of Sheeran who is an avid cricket fan. Warne also died of a heart attack while on holiday in Thailand.
Sheeran paid tribute to the Australian legend when performing in Australia the other week. He said: “I want to say with this song as well, being in the MSG tonight, and not having my friend Shane Warne here to watch this… I know he’s got a stand here and I know this venue is like really, really special to him, everyone from Melbourne and cricket fans all around the world.
"So this one is for Shane and his kids, thank you so much for coming tonight.”
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Watch below: Ed Sheeran to open up about journey to stardom in new docuseries