The QI star opens up about his public battle against bipolar disorder in an interview with In Confidence on Sky Arts 1 HD tonight.
"The fact that I am lucky enough not to have it so seriously doesn't mean I won't one day kill myself," Fry said. "I may well."
The 53-year-old previously confessed to contemplating taking his own life in 1995 after quitting a poorly-received West End play.
Discussing how he feels "over-exposed", Fry explained: "It is exhausting knowing that most of the time the phone rings, most of the time there's an email, most of the time there's a letter, someone wants something of you. They want to touch the hem of the fame, not the hem of the person.
"You resort to not travelling on the Tube or walking round the street any more and going in a big car with a driver. And people think, 'Oh, he thinks he's so grand, doesn't he?' Well, no. I'd rather walk, but sometimes I just can't."
He continued: "I feel I would love to close down for a number of years in some way and just be in the country making pork pies and chutneys and never have to poke my head out of the parapet."
However, Fry - who recently joined the cast of The Hobbit - defended his decision to continue fronting advertising campaigns, including one for Twinings tea.
"I will continue to do commercials because they are so enjoyable, not because of the money - because I don't need the money - but because it is really wonderful."
Stephen Fry's full interview on In Confidence can be seen tonight on Sky Arts 1 HD at 10pm.