Fury announced he was walking away from the sport in April after his victory over Dillian Whyte at Wembley but proceeded to reverse the decision on a number of occasions before an eventual bout with Derek Chisora was confirmed for December 3.
The world heavyweight champion called out both Oleksandr Usyk and Anthony Joshua during the period between his initial retirement and the announcement of his 34th fight at Tottenham Hotspur Stadium.
The 34-year-old has now explained in an interview with Carl Frampton for BT Sport Boxing that he ended his time away from the ring due to feeling similar thoughts to those he experienced after his shock victory against Wladimir Klitschko in 2015.
That success earned him the WBA, IBF and WBO belts, but his life then spiralled out of control amid alcohol and drug problems that led to a public mental health breakdown.
Fury said: "After I beat Dillian Whyte in April, I really meant retirement and I swear to God I couldn't have been more sure of something in all my life.
"I had a few months out of the ring, I was writing my third book and I am producing a song as well for the World Cup, so I was really busy. But, without boxing, I just felt I didn't have any purpose in my life anymore.
"For the four months I was retired, I've never felt so back to 2015, 2016, 2017 ever before. But I was back in that moment in that time where life was very dull, very dark and there was no way back for me.
"I don't think people really realise the fact of why I am back boxing. I ain't back boxing for a belt. Or back boxing for some more money, to win another five or 25 fights or to unify the division, I am boxing because of this (his head).
"And without it, (my head) is going downhill rapidly and I don't know any other way of keeping it sane. This is me being brutally honest, speaking from the heart, I do not know how to quit."
During a wide-ranging interview, Fury insisted his fight with Chisora would not be his last in the UK and opened the door for potential bouts with fellow Britons Joe Joyce and Daniel Dubois or a fourth contest with Deontay Wilder.
But the one he really wants next is Usyk, who defended his WBA, IBF and WBO belts against Joshua in Saudi Arabia in August.
WBC title holder Fury added: I get through this guy, Chisora, God willing and I will then fight whoever's next after that.
"If Uysk can be made and they actually want the fight, then we'll do that fight next providing I win and everything goes right, because I don't look past anything and you can't count your chickens before they hatch.
"But that's the fight I'd like next and after that come back to England and maybe Joe Joyce at Wembley or Daniel Dubois. There is a lot of British beef I can clean up on.
"If the Usyk fight happens, more than likely it will be in Saudi Arabia. Get through him and then back to the UK.
"Deontay Wilder is now fighting Andy Ruiz Jr for a final eliminator to fight me. Now that would be amazing here at Wembley again, wouldn't it? I've been over there three times now. If he wants the fourth fight, he's got to come here."