He told The Times: "When I stopped playing tennis, I didn't have a schedule. I'd wake up in the morning and say to myself: I can do everything, anything. I'm so happy.
"But I left tennis. I left my tennis friends. That was a big mistake. I left the people in tennis that I was around and I liked all these people.
"The problem was that I didn't realise this - I had no plan. It finally came to a point: OK, what am I supposed to do now? I had no idea. I was lost.
"Then I started with the drugs or pills or alcohol; all these things. I think that was an escape from life - the reality just to escape. I didn't have to think about it. I knew that I was not happy. I needed to do something but I had no idea what to do.
"It's better to take all these things (drugs) because then you escape, you don't think about it too much. And then they got worse and worse and worse. So stupid."
The 69-year-old Swedish sportsman can vividly remember trying cocaine for the first time in New York in 1982 and he regrets making the decision to do so.
"I thought, I'm not playing tennis any more so I can try (cocaine). That's why I was thinking in that kind of way. I can try - what's the problem?
"If I knew what the problem could become in the years to come, it would be better not to try it. Going into drugs or pills or alcohol - it's terrible. But then in the end I took more drugs and pills and it's just to find happiness. Where is happiness?"
Borg has been clean from drugs for more than two decades and feels lucky to be alive, particularly after battling prostate cancer in late 2023.
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