Brian, who co-hosted with Ryan Seacrest in season 1, joined us on "TMZ Live" Wednesday and told us why he was in such a dark place when he left the smash hit show, and why he later found out things weren't as grim as he originally thought.

The way Brian tells it ... he was left twisting in the wind without a contract after season 1, and started abusing drugs and alcohol because he was severely depressed.

Brian feared he made a massive mistake when he quit the show to pursue an acting career, and the decision haunted him for years -- Howard Stern famously compared him to Pete Best, who left the Beatles before the band got huge.

But, BD says when he co-hosted the 'Idol' series finale (on FOX, anyway) back in 2016, he ran into one of his former bosses, and learned the network was going to drop him for season 2, anyway ... a huge weight lifted from his shoulders.

Now, Brian says he's cleaned up his act, he's doing standup comedy and improv, and he thanks his new documentary on Amazon Prime, "Dunkleman," for helping him heal from past traumas ... which, as he explained to us, go way beyond 'Idol.'

Now, he's not only glad he never followed through with his darkest thoughts, but he also has an important message for anyone fighting to overcome depression.