The comedian was forced to leave the ITV reality show prematurely earlier this week, shortly after being filmed breaking down in tears following a clash with David Haye.
Conley explained that he had suffered from malnutrition and exhaustion during his time in the jungle, while he also stopped taking anti-depressant tablets after 15 years.
He said that because he had agreed to take the pills, producers were legally required to ask him to leave the jungle on medical grounds.
"Two days after six days of not eating, I didn't have antidepressants," he told Daybreak. "They said if I did not comply with these regulations, then I would not be on the show.
"I started feeling really bad, and very shortly after that I did have to leave. I found out I was malnutritioned and I was suffering from exhaustion, that's what the doctor said.
"They then sedated me for two days, they gave me a tablet that could knock out a horse and I woke up with a saline drip in my arm. I was thinking, 'What on earth has happened here?'
"All because of a fluffy show that Ant & Dec do. I can tell you it's not fluffy out there, it's the real world. It's tough, real tough."
Conley continued to say that his short stint on the show has helped improve his life, as he feels he no longer has to be on antidepressants.
"I felt bad because it was out of my control, it was their decision," he continued. "I couldn't lie to them [about not taking them]. It got very serious when it got legally binding. I brought these tablets in, and I've got to take them.
"I've taken those for 15 years, I've had people say, 'You probably don't need them now'. I'm proud I stuck to my guns and I got through it, and it's made me a much stronger man.
"You're looking at a man who doesn't need antidepressants."
Speaking about his battle with depression, Conley said: "What I want to do now is publicise depression. I've touched it when my father died, it's nothing to be ashamed of.
"I've needed help. The hardest job is making people laugh when your dad just died. I bottled it up for a year. I was self-medicating on alcohol. These kind of things happen in the real world.
He added: "I don't regret it, I want to champion and be very much a part of helping people with depression."
Conley also said that he aims to return to panto for the Christmas season in the coming weeks, and that he is now feeling "fine".