The 39-year-old Australian star said that he found it difficult to cope when his property development investments collapsed during the global financial crisis.
Page, who is best known as the yellow member of children's entertainment group The Wiggles, told New Idea magazine: "Those losses really struck a blow. I guess it affected me hugely, personally and emotionally, because of that whole feeling of failure. Until then, I'd always felt I'd been a success, at least in the eyes of the world."
He said that he is now trying to "move forward" from his problems with wife Vanessa despite the stress that the situation caused, saying: "Every marriage has challenges and this is undoubtedly a major challenge.
"Sadly, so many people are far worse off. I consider myself pretty lucky by comparison. I'm young and I have my whole life in front of me."
Page was forced to quit The Wiggles in 2006 due to a mystery nervous system illness. He describes that time as "pretty awful".
Last year, Page said that he was a "sad and lonely guy" before he met Vanessa and became a father.
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