A former AFL player and a former federal minister have told Victoria's mental health royal commission about their battles with depression.

In the moments after his team North Melbourne won the 1996 AFL premiership, Wayne Schwass was thinking about ending his life.

The image was one of a happy and exuberant premiership player celebrating the win.

But for Schwass, "this is what suicide looks like".

"At that particular moment I was thinking about how I could end my life," he told Victoria's mental health royal commission.

Schwass battled depression for most of his 15-year football career playing for North Melbourne and Sydney, and now advocates for mental health awareness.

He told the royal commission he hid his struggle with depression for more than 12 years due to a paralysing fear about how people would react.

"I was trained to be a very good athlete. I wasn't trained to be a well-balanced individual," he said on the opening day of the inquiry's public hearings.

Australia's former trade minister Andrew Robb's battle with depression began when he was about 12, despite his very happy childhood.

It hit him when he woke up of a morning.

"I called it my little black dog - it grew to a bigger black dog for the next 40 years," Mr Robb said on Tuesday.

Mr Robb revealed publicly in 2009 that he suffered from depression.

"I denied that I had a depressive condition even to myself for a long time."

Both Schwass and Mr Robb spoke about the stigma attached to mental health.

"I think there's hundreds of thousands who just live with it and die with it," Mr Robb said.

"In many cases no one really knows about it."

Ahead of its public hearings, the commissioners have heard about what chair Penny Armytage described as the tragedies that being alive what it means to have a broken system.

"We have heard about people wanting to get help, to be told that they were not 'sick enough', even 'not suicidal enough', to receive care," Ms Armytage said.

Counsel assisting Lisa Nichols QC said several witnesses would speak about the so-called "missing middle": the many thousands of Victorians whose needs are too complex for the primary care system alone but who are not sick enough to obtain access to specialist mental health services.

Ms Armytage said the Royal Commission into Victoria's Mental Health System was a once-in-a-lifetime opportunity for reform.

"A clear message emerges: doing more of the same will not be enough," she said.

"The calling of this royal commission is also an acknowledgement that the mental health system is broken."

Ms Armytage said one person had told the inquiry: "We don't want to fill in the potholes. We want a new road."

The four commissioners had been struck by the evidence shared with them so far, Ms Armytage said, particularly data showing young people are more likely to die by suicide than in a road accident.

"We find this evidence confronting - that our young people, even very young people, are not enjoying good mental health and are increasingly experiencing high levels of distress," she said.

Mental Health Minister Martin Foley said the Victorian government established the first royal commission of its kind in Australia because it knew the system was broken.

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