The midfielder left the club last summer to join Nottingham Forest but admits that turned to alcohol to cope with criticism from fans and his mother's battle with depression during his spell at Old Trafford.
Lingard told The Diary Of A CEO podcast: "I was drinking before bed, having a nightcap.
"I look back now and think, 'What was I doing that for?' But I needed something to try and take the pain away and put me at ease somehow.
"I was trying to forget what was going on. But it makes it 10 times worse.
"You're getting that much abuse, and I'm already down enough, and I've got to perform. I'm already going through things you don't know about… I felt like the world was on my shoulders."
Lingard admits that a low point came when he was abused by United fans in 2020 and he was grateful for the support of then Red Devils boss Ole Gunnar Solskjaer.
He said: "To be abused like that tipped it. I didn't want to be on the pitch, I didn't want to play. I didn't want to quit football, I never would have quit football, but I needed a break.
"I need to find some motivation, some fire in my belly to get going again because I can't be doing this.
"We kept it close-knit but even just to have Ole say, 'How is your mum? How is she doing?' helped, to let people know what I was going through."
Lingard also accused his former club of being "so behind" compared to their Premier League rivals.
He said: "Probably, yeah. [There was] no balance, no structure, people doing what they want. It was like a free for all.
"They are so behind with everything. You see [Manchester] City's facilities, Tottenham's facilities. People are miles ahead. Even on the social side of things. I went to them in 2017 about YouTube and said let's do content.
"I just want them to get up to date on the new things that are happening. You've got to stay relevant. Catch up a bit."